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arXiv math-ph/9907013math-phmath.MPmath.PR
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Wigner随机矩阵谱边的普适性

Universality at the edge of the spectrum in Wigner random matrices

Alexander Soshnikov

摘要:

我们证明了在极限$n\to +\infty$下Wigner随机矩阵的重标关联函数在边缘处的普适性。作为推论,我们证明了,经过适当的重新标度,第一,第二,第三等维格纳随机厄米(分别)的特征值。实对称)矩阵弱收敛于Tracy和Widom在G.U.E.(G.O.E.)例

英文摘要:

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit $n\to +\infty$. As a corollary, we show that, after proper rescaling, the 1st, 2nd, 3rd, etc. eigenvalues of Wigner random hermitian (resp. real symmetric) matrix weakly converge to the distributions established by Tracy and Widom in G.U.E. (G.O.E.) cases.

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