Title: Zigzag strategy for random matrices
Abstract:
It is a remarkable property of random matrices, that their resolvents
tend to concentrate around a deterministic matrix as the dimension of
the matrix tends to infinity, even for a small imaginary part of the
involved spectral parameter.
These
estimates are called local laws and they are the cornerstone in most of
the recent results in random matrix theory. In this talk, I will
present a novel method of proving single-resolvent and multi-resolvent
local laws for random matrices, the Zigzag strategy, which is a
recursive tandem of the characteristic flow method and a Green function
comparison argument. Novel results, which we obtained via the Zigzag
strategy, include the optimal Eigenstate Thermalization Hypothesis (ETH)
for Wigner matrices, uniformly in the spectrum, and universality of
eigenvalue statistics at cusp singularities for correlated random
matrices. Based on joint works with G. Cipolloni, L. Erdös, O.
Kolupaiev, and V. Riabov.