English

A Necessary and Sufficient Condition for Edge Universality of Wigner matrices

Probability 2015-01-14 v2 Mathematical Physics math.MP

Abstract

In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider N×NN \times N symmetric Wigner matrices HH with Hij=N1/2xijH_{ij} = N^{-1/2} x_{ij}, whose upper right entries xijx_{ij} (1i<jN)(1\le i< j\le N) are i.i.d.i.i.d. random variables with distribution μ\mu and diagonal entries xiix_{ii} (1iN)(1\le i\le N) are i.i.d.i.i.d. random variables with distribution \wtμ\wt \mu. The means of μ\mu and \wtμ\wt \mu are zero, the variance of μ\mu is 1, and the variance of \wtμ\wt \mu is finite. We prove that Tracy-Widom law holds if and only if limss4\p(x12s)=0\lim_{s\to \infty}s^4\p(|x_{12}| \ge s)=0. The same criterion holds for Hermitian Wigner matrices.

Keywords

Cite

@article{arxiv.1206.2251,
  title  = {A Necessary and Sufficient Condition for Edge Universality of Wigner matrices},
  author = {Ji Oon Lee and Jun Yin},
  journal= {arXiv preprint arXiv:1206.2251},
  year   = {2015}
}

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34 pages, 0 figures