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Let $U_n=[u_{i,j}]$ be the eigenvectors matrix of a Wigner matrix. We prove that under some moments conditions, the bivariate random process indexed by $[0,1]^2$ with value at $(s,t)$ equal to the sum, over $1\le i \le ns$ and $1\le j \le nt$, of $|u_{i,j}|^2 - 1/n$, converges in distribution to the bivariate Brownian bridge. This result has already been proved for GOE and GUE matrices. It is conjectured here that the necessary and sufficient condition, for the result to be true for a general Wigner matrix, is the matching of the moments of orders 1, 2 and 4 of the entries of the Wigner with the ones of a GOE or GUE matrix. Surprisingly, the third moment of the entries of the Wigner matrix has no influence on the limit distribution.Comment: 18 pages, 1 figure. Proposition 2.10 changed, Introduction and Abstract slightly changed. A reference adde

Topics:
Mathematics - Probability, Mathematics - Operator Algebras, 15A52, 60F05

Year: 2012

OAI identifier:
oai:arXiv.org:1104.1219

Provided by:
arXiv.org e-Print Archive

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