We prove the Wigner-Dyson-Mehta conjecture at fixed energy in the bulk of the spectrum for generalized symmetric and Hermitian Wigner matrices. Previous results concerning the universality of random matrices either require an averaging in the energy parameter or they hold only for Hermitian matrices if the energy parameter is fixed. We develop a homogenization theory of the Dyson Brownian motion and show that microscopic universality follows from mesoscopic statistics.
We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.
We prove the universality for the eigenvalue gap statistics in the bulk of the spectrum for band matrices, in the regime where the band width is comparable with the dimension of the matrix, $Wsim N$. All previous results concerning universality of no
n-Gaussian random matrices are for mean-field models. By relying on a new mean-field reduction technique, we deduce universality from quantum unique ergodicity for band matrices.
This paper proves universality of the distribution of the smallest and largest gaps between eigenvalues of generalized Wigner matrices, under some smoothness assumption for the density of the entries. The proof relies on the Erd{H o}s-Schlein-Yau d
ynamic approach. We exhibit a new observable that satisfies a stochastic advection equation and reduces local relaxation of the Dyson Brownian motion to a maximum principle. This observable also provides a simple and unified proof of universality in the bulk and at the edge, which is quantitative. To illustrate this, we give the first explicit rate of convergence to the Tracy-Widom distribution for generalized Wigner matrices.
Consider $Ntimes N$ symmetric one-dimensional random band matrices with general distribution of the entries and band width $W geq N^{3/4+varepsilon}$ for any $varepsilon>0$. In the bulk of the spectrum and in the large $N$ limit, we obtain the foll
owing results. (i) The semicircle law holds up to the scale $N^{-1+varepsilon}$ for any $varepsilon>0$. (ii) The eigenvalues locally converge to the point process given by the Gaussian orthogonal ensemble at any fixed energy. (iii) All eigenvectors are delocalized, meaning their ${rm L}^infty$ norms are all simultaneously bounded by $N^{-frac{1}{2}+varepsilon}$ (after normalization in ${rm L}^2$) with overwhelming probability, for any $varepsilon>0$. (iv )Quantum unique ergodicity holds, in the sense that the local ${rm L}^2$ mass of eigenvectors becomes equidistributed with overwhelming probability. We extend the mean-field reduction method cite{BouErdYauYin2017}, which required $W=Omega(N)$, to the current setting $W ge N^{3/4+varepsilon}$. Two new ideas are: (1) A new estimate on the generalized resolvent of band matrices when $W geq N^{3/4+varepsilon}$. Its proof, along with an improved fluctuation average estimate, will be presented in parts 2 and 3 of this series cite {BouYanYauYin2018,YanYin2018}. (2) A strong (high probability) version of the quantum unique ergodicity property of random matrices. For its proof, we construct perfect matching observables of eigenvector overlaps and show they satisfying the eigenvector moment flow equation cite{BouYau2017} under the matrix Brownian motions.
We consider the mixed $p$-spin mean-field spin glass model with Ising spins and investigate its free energy in the spirit of the TAP approach, named after Thouless, Anderson, and Palmer. More precisely, we define and compute the generalized TAP corre
ction, and establish the corresponding generalized TAP representation for the free energy. In connection with physicists replica theory, we introduce the notion of generalized TAP states, which are the maximizers of the generalized TAP free energy, and show that their order parameters match the order parameter of the ancestor states in the Parisi ansatz. We compute the critical point equations of the TAP free energy that generalize the classical TAP equations for pure states. Furthermore, we give an exact description of the region where the generalized TAP correction is replica symmetric, in which case it coincides with the classical TAP correction, and show that Plefkas condition is necessary for this to happen. In particular, our result shows that the generalized TAP correction is not always replica symmetric on the points corresponding to the Edwards-Anderson parameter.