Universality of the stochastic Airy operator

DOI10.1002/CPA.21573zbMATH Open1364.60015arXiv1306.4832OpenAlexW3104682004MaRDI QIDQ3461982FDOQ3461982

Authors: Manjunath Krishnapur, Brian Rider, Balint Virag 

Publication date: 4 January 2016

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We introduce a new method for studying universality of random matrices. Let T_n be the Jacobi matrix associated to the Dyson beta ensemble with uniformly convex polynomial potential. We show that after scaling, T_n converges to the Stochastic Airy operator. In particular, the top edge of the Dyson beta ensemble and the corresponding eigenvectors are universal. As a byproduct, our work leads to conjectured operator limits for the entire family of soft edge distributions.

Full work available at URL: https://arxiv.org/abs/1306.4832

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zbMATH Keywords

eigenvaluesrandom matricesTracy-Widom distributionstochastic Airy operatorbeta ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random linear operators (47B80) Random nonlinear operators (47H40) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited In (35)

• Universality of the stochastic Bessel operator
• Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
• The random matrix hard edge: rare events and a transition
• The \(\mathrm{Sine}_{\beta}\) operator
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