Abstract

We compute the deterministic approximation of products of Sobolev functions of large Wigner matrices W and provide an optimal error bound on their fluctuation with very high probability. This generalizes Voiculescu's seminal theorem [36] from polynomials to general Sobolev functions, as well as from tracial quantities to individual matrix elements. Applying the result to eitW for large t, we obtain a precise decay rate for the overlaps of several deterministic matrices with temporally well separated Heisenberg time evolutions; thus we demonstrate the thermalisation effect of the unitary group generated by Wigner matrices.

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