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 consider $N\times N$ Hermitian or symmetric random matrices with independent entries. The distribution of the $(i,j)$-th matrix element is given by a probability measure $\nu_{ij}$ whose first two moments coincide with those of the corresponding Gaussian ensemble. We prove that the joint probability distribution of the components of eigenvectors associated with eigenvalues close to the spectral edge agrees with that of the corresponding Gaussian ensemble. For eigenvectors associated with bulk eigenvalues, the same conclusion holds provided the first four moments of the distribution $\nu_{ij}$ coincide with those of the corresponding Gaussian ensemble. More generally, we prove that the joint eigenvector-eigenvalue distributions near the spectral edge of two generalized Wigner ensembles agree, provided that the first two moments of the entries match and that one of the ensembles satisfies a level repulsion estimate. If in addition the first four moments match then this result holds also in the bulk.

For a random walk on a finitely generated group G we obtain a generalization of a classical inequality of Ancona. We deduce as a corollary that the identity map on G extends to a continuous equivariant surjection from the Martin boundary to the Floyd boundary, with preimages of conical points being singletons. This provides new results for Martin compactifications of relatively hyperbolic groups.

We consider sample covariance matrices of the form $X^*X$, where $X$ is an $M times N$ matrix with independent random entries. We prove the isotropic local Marchenko-Pastur law, i.e. we prove that the resolvent $(X^* X - z)^{-1}$ converges to a multiple of the identity in the sense of quadratic forms. More precisely, we establish sharp high-probability bounds on the quantity $langle v, (X^* X - z)^{-1} w rangle - langle v,w rangle m(z)$, where $m$ is the Stieltjes transform of the Marchenko-Pastur law and $v, w in mathbb C^N$. We require the logarithms of the dimensions $M$ and $N$ to be comparable. Our result holds down to scales $Im z geq N^{-1+epsilon}$ and throughout the entire spectrum away from 0. We also prove analogous results for generalized Wigner matrices.

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