Current Developments in Mathematics

Volume 2012

Universality for random matrices and log-gases

Pages: 59 – 132



László Erdős (Institute of Mathematics, University of Munich, Germany)


Eugene Wigner’s revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. These universal statistics show strong correlations in the form of level repulsion and they seem to represent a new paradigm of point processes that are characteristically different from the Poisson statistics of independent points.

Simplified models of Wigner’s thesis have recently become mathematically accessible. For mean field models represented by large random matrices with independent entries, the celebrated Wigner-Dyson-Gaudin-Mehta (WDGM) conjecture asserts that the local eigenvalue statistics are universal. For invariant matrix models, the eigenvalue distributions are given by a log-gas with potential $V$ and inverse temperature $\beta = 1, 2, 4$. corresponding to the orthogonal, unitary and symplectic ensembles. For $\beta \not \in \{1, 2, 4\}$, there is no natural random matrix ensemble behind this model, but the analogue of the WDGM conjecture asserts that the local statistics are independent of $V$.

In these lecture notes we review the recent solution to these conjectures for both invariant and non-invariant ensembles. We will discuss two different notions of universality in the sense of (i) local correlation functions and (ii) gap distributions. We will demonstrate that the local ergodicity of the Dyson Brownian motion is the intrinsic mechanism behind the universality. In particular, we review the solution of Dyson’s conjecture on the local relaxation time of the Dyson Brownian motion. Additionally, the gap distribution requires a De Giorgi-Nash-Moser type Hölder regularity analysis for a discrete parabolic equation with random coefficients. Related questions such as the local version of Wigner’s semicircle law and delocalization of eigenvectors will also be discussed. We will also explain how these results can be extended beyond the mean field models, especially to random band matrices.


$\beta$-ensemble, local semicircle law, Dyson Brownian motion. De Giorgi-Nash-Moser theory

2010 Mathematics Subject Classification

15B52, 82B44

Published 28 October 2013