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 symmetric Wigner matrices with , whose upper right entries are random variables with distribution and diagonal entries are random variables with distribution . The means of and are zero, the variance of is 1, and the variance of is finite. We prove that Tracy-Widom law holds if and only if . 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