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Bulk Universality and Related Properties of Hermitian Matrix Models

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Abstract

We give a new proof of universality properties in the bulk of spectrum of the hermitian matrix models, assuming that the potential that determines the model is globally C 2 and locally C 3 function (see Theorem 3.1). The proof as our previous proof in (Pastur and Shcherbina in J. Stat. Phys. 86:109–147, 1997) is based on the orthogonal polynomial techniques but does not use asymptotics of orthogonal polynomials. Rather, we obtain the sin -kernel as a unique solution of a certain non-linear integro-differential equation that follows from the determinant formulas for the correlation functions of the model. We also give a simplified and strengthened version of paper (Boutet de Monvel, et al. in J. Stat. Phys. 79:585–611, 1995) on the existence and properties of the limiting Normalized Counting Measure of eigenvalues. We use these results in the proof of universality and we believe that they are of independent interest.

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Pastur, L., Shcherbina, M. Bulk Universality and Related Properties of Hermitian Matrix Models. J Stat Phys 130, 205–250 (2008). https://doi.org/10.1007/s10955-007-9434-6

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