Random matrices, log-gases and Hölder regularity
Erdös, László
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the symmetry class of the matrix and otherwise are independent of the details of the distribution. We present the recent solution to this half-century old conjecture. We explain how stochastic tools, such as the Dyson Brownian motion, and PDE ideas, such as De Giorgi-Nash-Moser regularity theory, were combined in the solution. We also show related results for log-gases that represent a universal model for strongly correlated systems. Finally, in the spirit of Wigner’s original vision, we discuss the extensions of these universality results to more realistic physical systems such as random band matrices.
International Congress of Mathematicians
2014
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http://purl.org/coar/resource_type/c_5794
https://research-explorer.ista.ac.at/record/1507
Erdös L. Random matrices, log-gases and Hölder regularity. In: <i>Proceedings of the International Congress of Mathematicians</i>. Vol 3. International Congress of Mathematicians; 2014:214-236.
eng
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