Universality of the Local Spacing Distribution¶in Certain Ensembles of Hermitian Wigner Matrices

Abstract:

Consider an N×N hermitian random matrix with independent entries, not necessarily Gaussian, a so-called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between nearest neighbour eigenvalues in some part of the spectrum is, in the limit as N→∞, the same as that of hermitian random matrices from GUE. We prove this conjecture for a certain subclass of hermitian Wigner matrices.