Universality at the edge of the spectrum in Wigner random matrices.
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Abstract: We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit . As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian (resp. real symmetric) matrix weakly converge to the distributions established by Tracy and Widom in G.U.E. (G.O.E.) cases.
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- Proof methods in random matrix theory
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- Random matrix theory over finite fields
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