Abstract

Let β > 0 and consider an n -point process λ1, λ2,..., λn from Hermite β ensemble on the real line R. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner semicircle law for normalized empirical measures. In this paper, we prove that the average number of states in a small interval in the bulk converges in probability when the length of the interval is larger than √log n , i.e., local semicircle law holds. And the number of positive states in (0,∞) is proved to uctuate normally around its mean n /2 with variance like log n / π 2 β . The proofs rely largely on the way invented by Valko and Virag of counting states in any interval and the classical martingale argument.

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