A necessary and sufficient condition for edge universality of Wigner matrices (Q2443217): Difference between revisions

It is by now classical that for the largest eigenvalue \(\lambda_N\) of a Gaussian (Orthogonal, Unitary, or Symplectic) Ensemble, the statistic \(N^{2/3}(\lambda_N - 2)\) converges weakly to the corresponding Tracy-Widom law. In the paper under review, the authors provide a remarkably simple criterion for this to remain true for a Wigner matrix with i.i.d.\ centered off-diagional entries of variance \(1\) (and i.i.d.\ centered diagonal entries of finite variance). In fact, this is true if, and only if, \(\lim_{s \to +\infty}\;s^4\;\mathbb{P}\left( |x_{12}|\geq s\right) = 0.\)