Random matrices: Universality of local eigenvalue statistics up to the edge (Q1958536): Difference between revisions

This paper is a continuation of the authors' work [Acta Math. 206, No.~1, 127--204 (2011; Zbl 1217.15043)] in which a universality result -- the four moment theorem -- was postulated for the eigenvalue spacings in the bulk of the spectrum of random Hermitian matrices. In the present paper, this universality result is extended from the bulk of the spectrum to the edge of the spectrum. For the so-called condition~\({\mathbf{C0}}\) assuming a random matrix with independent entries (but not necessarily identically distributed) obeying the uniform exponential decay and with mean zero and variance \(1\), a variant of the universality result of \textit{A. Soshnikov} [Commun. Math. Phys. 207, No.~3, 697--733 (1999; Zbl 1062.82502)] is proved. Applying the Cauchy interlacing law near the edge of the spectrum ensures the delocalization of eigenvectors of any random Hermitian matrix.