Bulk universality for real matrices with independent and identically distributed entries
We consider real, Gauss-divisible matrices At=A+ tB, where B is from the real Ginibre ensemble. We prove that the bulk correlation functions converge to a universal limit for t=O(N−1∕3+ϵ) if A satisfies certain local laws. If A=1 N(ξjk)j,k=1N with ξjk independent and identically distributed real random variables having zero mean, unit variance and finite moments, the Gaussian component can be removed using local laws proven by Bourgade–Yau–Yin, Alt–Erdős–Krüger and Cipolloni–Erdős–Schröder and the four moment theorem of Tao–Vu.
Authors
- Mohammed Osman
Institutions
- Queen Mary University of London (GB)
Publication Details
- Journal
- Electronic Journal of Probability
- Published
- 2025-01-01
- DOI
- https://doi.org/10.1214/24-ejp1262
- Citations
- 8
- Primary Topic
- Random Matrices and Applications
- Type
- article
- Field-Weighted Citation Impact
- 21.04
Funders
- Queen Mary University of London