Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

We consider $n\times n$ real symmetric and Hermitian Wigner random matrices $n^{-1/2}W$ with independent (modulo symmetry condition) entries and the (null) sample covariance matrices $n^{-1}X^*X$ with independent entries of $m\times n$ matrix $X$. Assuming first that the 4th cumulant (excess) $\kappa_4$ of entries of $W$ and $X$ is zero and that their 4th moments satisfy a Lindeberg type condition, we prove that linear statistics of eigenvalues of the above matrices satisfy the central limit theorem (CLT) as $n\to\infty$, $m\to\infty$, $m/n\to c\in[0,\infty)$ with the same variance as for Gaussian matrices if the test functions of statistics are smooth enough (essentially of the class $\mathbf{C}^5$). This is done by using a simple ``interpolation trick'' from the known results for the Gaussian matrices and the integration by parts, presented in the form of certain differentiation formulas. Then, by using a more elaborated version of the techniques, we prove the CLT in the case of nonzero excess of entries again for essentially $\mathbb{C}^5$ test function. Here the variance of statistics contains an additional term proportional to $\kappa_4$. The proofs of all limit theorems follow essentially the same scheme.Comment: Published in at http://dx.doi.org/10.1214/09-AOP452 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

On universality of local edge regime for the deformed Gaussian Unitary Ensemble

We consider the deformed Gaussian ensemble $H_n=H_n^{(0)}+M_n$ in which $H_n^{(0)}$ is a hermitian matrix (possibly random) and $M_n$ is the Gaussian unitary random matrix (GUE) independent of $H_n^{(0)}$. Assuming that the Normalized Counting Measure of $H_n^{(0)}$ converges weakly (in probability if random) to a non-random measure $N^{(0)}$ with a bounded support and assuming some conditions on the convergence rate, we prove universality of the local eigenvalue statistics near the edge of the limiting spectrum of $H_n$.Comment: 25 pages, 2 figure

Bulk Universality and Related Properties of Hermitian Matrix Models

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 \ref{t:U.t1}). The proof as our previous proof in \cite{Pa-Sh:97} 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 \cite{BPS:95} 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

Lifshitz tails for alloy type models in a constant magnetic field

In this note, we study Lifshitz tails for a 2D Landau Hamiltonian perturbed by a random alloy-type potential constructed with single site potentials decaying at least at a Gaussian speed. We prove that, if the Landau level stays preserved as a band edge for the perturbed Hamiltonian, at the Landau levels, the integrated density of states has a Lifshitz behavior of the type $e^{-\log^2|E-2bq|}$

Spectral singularities and Bragg scattering in complex crystals

Spectral singularities that spoil the completeness of Bloch-Floquet states may occur in non-Hermitian Hamiltonians with complex periodic potentials. Here an equivalence is established between spectral singularities in complex crystals and secularities that arise in Bragg diffraction patterns. Signatures of spectral singularities in a scattering process with wave packets are elucidated for a PT-symmetric complex crystal.Comment: 6 pages, 5 figures, to be published in Phys. Rev.

Thermodynamic Limit for Finite Dimensional Classical and Quantum Disordered Systems

We provide a very simple proof for the existence of the thermodynamic limit for the quenched specific pressure for classical and quantum disordered systems on a $d$-dimensional lattice, including spin glasses. We develop a method which relies simply on Jensen's inequality and which works for any disorder distribution with the only condition (stability) that the quenched specific pressure is bounded.Comment: 14 pages. Final version, accepted for publication on Rev. Math. Phy