Mesoscopic eigenvalue statistics of Wigner matrices

Friday, 4 March, 2016

Published in: 

arXiv:1603.01499

We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.

Author(s): 

Yukun He
Antti Knowles