The bulk eigenvalue asymptotic conjecture for Wigner matrices

Let MnM_n be a Wigner matrix with atom variable η\eta, let λi\lambda_i denote its ordered eigenvalues, and let γi\gamma_i be the corresponding semicircle quantiles. For fixed δ>0\delta>0 and indices satisfying δni(1δ)n\delta n\leq i\leq (1-\delta)n, there are a bounded quantity Ci,nC_{i,n} depending only on i,ni,n and an absolute constant c>0c>0.

Bulk eigenvalue asymptotic conjecture. One has

Eλi=n1/2γi+n1/2Ci,n+14n(γi32γi)Eη4+Oδ(n1/2c).{\mathbf{E}}\lambda_i=n^{1/2}\gamma_i+n^{-1/2}C_{i,n}+\frac{1}{4\sqrt{n}}(\gamma_i^3-2\gamma_i){\mathbf{E}}\eta^4+O_\delta(n^{-1/2-c}).

The same asymptotic should hold with Eλi{\mathbf{E}}\lambda_i replaced by the median Mλi{\bf M}\lambda_i.

The conjecture predicts that the fourth moment of the atom distribution contributes an explicit term to bulk eigenvalue locations, while the remaining bounded correction is independent of the atom distribution. The paper presents this as a heuristic refinement of the necessity of the four-moment hypothesis; its resolution status is not specified in the supplied source.

Sources & referencesView supporting material

Primary source

Terence Tao and Van Vu, “Random matrices: Localization of the eigenvalues and the necessity of four moments”, arXiv:1005.2901 (2011).

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