We consider Hermitian and symmetric random band matrices $H = (h_{xy})$ in $d \geq 1$ dimensions. The matrix entries $h_{xy}$, indexed by $x,y \in (\bZ/L\bZ)^d$, are independent, centred random variables with variances $s_{xy} = \E |h_{xy}|^2$. We assume that $s_{xy}$ is negligible if $|x-y|$ exceeds the band width $W$. In one dimension we prove that the eigenvectors of $H$ are delocalized if $W\gg L^{4/5}$. We also show that the magnitude of the matrix entries $\abs{G_{xy}}^2$ of the resolvent $G=G(z)=(H-z)^{-1}$ is self-averaging and we compute $\E \abs{G_{xy}}^2$. We show that, as $L\to\infty$ and $W\gg L^{4/5}$, the behaviour of $\E |G_{xy}|^2$ is governed by a diffusion operator whose diffusion constant we compute. Similar results are obtained in higher dimensions.

We study the random field Ising model on Z^2 where the external field is given by i.i.d. Gaussian variables with mean zero and positive variance. We show that the effect of boundary conditions on the magnetization in a finite box decays exponentially in the distance to the boundary.

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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.

We consider the Ising model at its critical temperature with external magnetic field ha15/8 on the square lattice with lattice spacing a. We show that the truncated two-point function in this model decays exponentially with a rate independent of a as a ↓ 0. As a consequence, we show exponential decay in the near-critical scaling limit Euclidean magnetization field. For the lattice model with a = 1, the mass (inverse correlation length) is of order h8/15 as h ↓ 0; for the Euclidean field, it equals exactly Ch8/15 for some C. Although there has been much progress in the study of critical scaling limits, results on near-critical models are far fewer due to the lack of conformal invariance away from the critical point. Our arguments combine lattice and continuum FK representations, including coupled conformal loop and measure ensembles, showing that such ensembles can be useful even in the study of near-critical scaling limits. Thus we provide the first substantial application of measure ensembles.