We prove that the distribution of eigenvectors of generalizedWigner matrices is universal both in the bulk and at the edge. This includes a probabilistic version of local quantum unique ergodicity and asymptotic normality of the eigenvector entries. The proof relies on analyzing the eigenvector flow under the Dyson Brownian motion. The key new ideas are: (1) the introduction of the eigenvector moment flow, a multi-particle random walk in a random environment, (2) an effective estimate on the regularity of this flow based on maximum principle and (3) optimal finite speed of propagation holds for the eigenvector moment flow with very high probability.

We prove a sharp Bernstein inequality for general-state-space and not necessarily reversible Markov chains. It is sharp in the sense that the variance proxy term is optimal. Our result covers the classical Bernstein's inequality for independent random variables as a special case.

In this paper we prove a new matrix Li-Yau-Hamilton (LYH) estimate for K¨ahler-Ricci flow on manifolds with nonnegative bi- sectional curvature. The form of this new LYH estimate is obtained by the interpolation consideration originated in [Ch] by Chow. This new inequality is shown to be connected with Perelman’s entropy formula through a family of differential equalities. In the rest of the paper, we show several applications of this new estimate and its corresponding estimate for linear heat equation. These include a sharp heat kernel comparison theorem, generalizing the earlier result of Li and Tian [LT], a manifold version of Stoll’s theorem [St] on the characterization of ‘algebraic divisors’, and a localized monotonicity formula for analytic subvari- eties, which sharpens the Bishop volume comparison theorem. Motivated by the connection between the heat kernel estimate and the reduced volume monotonicity of Perelman [P], we prove a sharp lower bound of the fundamental solution to the forward conjugate heat equation, which in a certain sense dual to Perelman’s monotonicity of the reduced volume. As an application of this new monotonicity formula, we show that the blow-down limit of a certain type of long-time solution is a gradient expanding soliton, generalizing an earlier result of Cao. We also illustrate the connection between the new LYH estimate and the Hessian comparison theorem of [FIN] on the forward reduced distance. Localized monotonicity formulae on entropy and forward reduced volume are also derived.

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We obtain two-sided sub-Gaussian estimates of heat kernels for strongly local Dirichlet forms on intervals, equipped with self-similar measures generated by iterated function systems (IFS's) that do not satisfy the open set condition (OSC) and have overlaps. We first give a framework for heat kernel estimates on intervals, and then consider examples of self-similar measures to illustrate this phenomenon. These examples include the infinite Bernoulli convolution associated with the golden ratio, and a family of convolutions of Cantor-type measures. We make use of Strichartz second-order identities defined by auxiliary IFS's to compute measures of cells on different levels. These auxiliary IFS's do satisfy the OSC and are used to define new metrics. The walk dimensions obtained under these new metrics are strictly greater than 2 and are closely related to the spectral dimension of fractal Laplacians.