Universality at the edge of the spectrum in Wigner random matrices.
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Probability theory on algebraic and topological structures (60B99) Limit theorems in probability theory (60F99) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)
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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