Monday, May 28, 2012

1205.5664 (Laszlo Erdos et al.)

Averaging Fluctuations in Resolvents of Random Band Matrices    [PDF]

Laszlo Erdos, Antti Knowles, Horng-Tzer Yau
We consider a general class of random matrices whose entries are centred random variables, independent up to a symmetry constraint. We establish precise high-probability bounds on the averages of arbitrary monomials in the resolvent matrix entries. Our results generalize the previous results of [5,16,17] which constituted a key step in the proof of the local semicircle law with optimal error bound in mean-field random matrix models. Our bounds apply to random band matrices, and improve previous estimates from order 2 to order 4 in the cases relevant for applications. In particular, they lead to a proof of the diffusion approximation for the magnitude of the resolvent of random band matrices. This, in turn, implies new delocalization bounds on the eigenvectors. The applications are presented in a separate paper [4].
View original: http://arxiv.org/abs/1205.5664

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