Universality of the stochastic Airy operator

DOI10.1002/CPA.21573MaRDI QIDQ3461982zbMATHOpenAlexFDO

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)

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

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)

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.

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Cited in

(37)

• The Hairer--Quastel universality result in equilibrium
• Random entire functions from random polynomials with real zeros
• Edge rigidity of Dyson Brownian motion with general initial data
• Fast algorithms using orthogonal polynomials
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• Edge universality of beta ensembles
• Random matrices in non-confining potentials
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