Type: Article
Publication Date: 2012-01-30
Citations: 133
DOI: https://doi.org/10.1090/s0273-0979-2012-01372-1
The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the eigenvalue distributions are given by a log-gas with potential<inline-formula content-type="math/mathml"><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper V"><mml:semantics><mml:mi>V</mml:mi><mml:annotation encoding="application/x-tex">V</mml:annotation></mml:semantics></mml:math></inline-formula>and inverse temperature<inline-formula content-type="math/mathml"><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="beta equals 1 comma 2 comma 4"><mml:semantics><mml:mrow><mml:mi>β<!-- β --></mml:mi><mml:mo>=</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:mn>4</mml:mn></mml:mrow><mml:annotation encoding="application/x-tex">\beta = 1, 2, 4</mml:annotation></mml:semantics></mml:math></inline-formula>, corresponding to the orthogonal, unitary and symplectic ensembles. For<inline-formula content-type="math/mathml"><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="beta not-an-element-of StartSet 1 comma 2 comma 4 EndSet"><mml:semantics><mml:mrow><mml:mi>β<!-- β --></mml:mi><mml:mo>∉<!-- ∉ --></mml:mo><mml:mo fence="false" stretchy="false">{</mml:mo><mml:mn>1</mml:mn><mml:mo>,</mml:mo><mml:mn>2</mml:mn><mml:mo>,</mml:mo><mml:mn>4</mml:mn><mml:mo fence="false" stretchy="false">}</mml:mo></mml:mrow><mml:annotation encoding="application/x-tex">\beta \notin \{1, 2, 4\}</mml:annotation></mml:semantics></mml:math></inline-formula>, there is no natural random matrix ensemble behind this model, but the statistical physics interpretation of the log-gas is still valid for all<inline-formula content-type="math/mathml"><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="beta greater-than 0"><mml:semantics><mml:mrow><mml:mi>β<!-- β --></mml:mi><mml:mo>></mml:mo><mml:mn>0</mml:mn></mml:mrow><mml:annotation encoding="application/x-tex">\beta > 0</mml:annotation></mml:semantics></mml:math></inline-formula>. The universality conjecture for invariant ensembles asserts that the local eigenvalue statistics are independent of<inline-formula content-type="math/mathml"><mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper V"><mml:semantics><mml:mi>V</mml:mi><mml:annotation encoding="application/x-tex">V</mml:annotation></mml:semantics></mml:math></inline-formula>. In this article, we review our recent solution to the universality conjecture for both invariant and non-invariant ensembles. We will also demonstrate that the local ergodicity of the Dyson Brownian motion is the intrinsic mechanism behind the universality. Furthermore, we review the solution of Dyson’s conjecture on the local relaxation time of the Dyson Brownian motion. Related questions such as delocalization of eigenvectors and local version of Wigner’s semicircle law will also be discussed.