
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 {\it arbitrarily} small intervals converges to the semicircle law, as $N$ tends to infinity.
31 pages. Improved conditions
Mathematics(all), Random matrices (algebraic aspects), Probability (math.PR), FOS: Physical sciences, Mathematical Physics (math-ph), 530, Universality, Wigner's semicircle law, 510, Random matrices (probabilistic aspects), 15A52, 82B44, Hermitian Wigner matrices, Average density of states, FOS: Mathematics, Wignerʼs semicircle law, universality, average density of states, Mathematical Physics, Mathematics - Probability
Mathematics(all), Random matrices (algebraic aspects), Probability (math.PR), FOS: Physical sciences, Mathematical Physics (math-ph), 530, Universality, Wigner's semicircle law, 510, Random matrices (probabilistic aspects), 15A52, 82B44, Hermitian Wigner matrices, Average density of states, FOS: Mathematics, Wignerʼs semicircle law, universality, average density of states, Mathematical Physics, Mathematics - Probability
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