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arxiv: 1306.4832 · v1 · pith:AKZ33DOGnew · submitted 2013-06-20 · 🧮 math.PR

Universality of the Stochastic Airy Operator

classification 🧮 math.PR
keywords operatorairybetadysonedgeensemblestochasticuniversality
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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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