The Khorunzhiy conjecture on the norms of random band matrices is true

You need to know: Eucledean space {\mathbb R}^n, norm ||x||=\sqrt{\sum_{i=1}^n x_i^2} of vector x=(x_1, \dots, x_n)\in{\mathbb R}^n, matrix, multiplication of matrix by a vector, norm \|A\| = \sup\limits_{||x||=1}||Ax|| of n\times n matrix A, basic probability theory, independence, convergence in distribution.

Background: Fix a sequence w_1, w_2, \dots, w_n, \dots of positive numbers. For every positive integer n, let A_n be a random n \times n matrix whose entries a_{ij} are such that (i) a_{ij}=a_{ji} for all i and j; (ii) a_{ij}=0 if either i=j or \min(|i-j|, n-|i-j|)>w_n; and (iii) all a_{ij} such that 0<\min((i-j), n-(i-j)) \leq w_n are selected independently at random, each equal to 1 or -1 with equal probabilities. Random matrices A_n selected in accordance to these rules are called random band matrices.

The Theorem: On 22nd June 2009, Sasha Sodin submitted to arxiv a paper in which he proved that if \lim\limits_{n\to\infty}\frac{w_n}{\log n}= +\infty then \|A_n/2\sqrt{2w_n}\| converges in distribution to 1.

Short context: The study of random matrices is one of the central topics in probability theory, and random band matrices is an important model having physical applications. In 2008, Khorunzhiy proved the statement of the Theorem under stronger assumption that \lim\limits_{n\to\infty}\frac{w_n}{\log^{3/2} n} = +\infty, and conjectured that weaker assumption \lim\limits_{n\to\infty}\frac{w_n}{\log n} = +\infty suffices. The Theorem proves this conjecture. This result is sharp, because Bogachev, Molchanov, and Pastur proved in 1991 that the conclusion of the Theorem fails if \lim\limits_{n\to\infty}\frac{w_n}{\log n} = 0.

Links: Free arxiv version of the original paper is here, journal version is here. See also Section 10.13 of this book for an accessible description of the Theorem.

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