English

Random matrices: Universality of local eigenvalue statistics up to the edge

Probability 2015-05-13 v4

Abstract

This is a continuation of our earlier paper on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in that paper from the bulk of the spectrum up to the edge. In particular, we prove a variant of the universality results of Soshnikov for the largest eigenvalues, assuming moment conditions rather than symmetry conditions. The main new technical observation is that there is a significant bias in the Cauchy interlacing law near the edge of the spectrum which allows one to continue ensuring the delocalization of eigenvectors.

Keywords

Cite

@article{arxiv.0908.1982,
  title  = {Random matrices: Universality of local eigenvalue statistics up to the edge},
  author = {Terence Tao and Van Vu},
  journal= {arXiv preprint arXiv:0908.1982},
  year   = {2015}
}

Comments

24 pages, no figures, to appear, Comm. Math. Phys. One new reference added

R2 v1 2026-06-21T13:35:21.417Z