English

Universality of the Stochastic Airy Operator

Probability 2015-12-29 v1

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.

Keywords

Cite

@article{arxiv.1306.4832,
  title  = {Universality of the Stochastic Airy Operator},
  author = {Manjunath Krishnapur and Brian Rider and Balint Virag},
  journal= {arXiv preprint arXiv:1306.4832},
  year   = {2015}
}

Comments

59 pages