Average Density of States for Hermitian Wigner Matrices

Series
Analysis Seminar
Time
Wednesday, June 15, 2011 - 2:00pm for 1 hour (actually 50 minutes)
Location
Skiles 05
Speaker
Dr Anna Maltsev – University of Bonn
Organizer
Manwah Wong
We consider ensembles of $N \times N$ Hermitian Wigner matrices, whose entries are (up to the symmetry constraints) independent and identically distributed random variables. Assuming sufficient regularity for the probability density function of the entries, we show that the expectation of the density of states on arbitrarily small intervals converges to the semicircle law, as $N$ tends to infinity.