Universality at the edge of the spectrum in Wigner random matrices.

DOI10.1007/S002200050743zbMATH Open1062.82502arXivmath-ph/9907013OpenAlexW3103766153MaRDI QIDQ1586926FDOQ1586926

Authors: A. Soshnikov 

Publication date: 20 November 2000

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $no+infty$. 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.

Full work available at URL: https://arxiv.org/abs/math-ph/9907013

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Mathematics Subject Classification ID

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

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