{ "id": "1206.2251", "version": "v2", "published": "2012-06-11T15:18:58.000Z", "updated": "2012-06-26T21:49:57.000Z", "title": "A Necessary and Sufficient Condition for Edge Universality of Wigner matrices", "authors": [ "Ji Oon Lee", "Jun Yin" ], "comment": "34 pages, 0 figures", "categories": [ "math.PR", "math-ph", "math.MP" ], "abstract": "In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider $N \\times N$ symmetric Wigner matrices $H$ with $H_{ij} = N^{-1/2} x_{ij}$, whose upper right entries $x_{ij}$ $(1\\le i< j\\le N)$ are $i.i.d.$ random variables with distribution $\\mu$ and diagonal entries $x_{ii}$ $(1\\le i\\le N)$ are $i.i.d.$ random variables with distribution $\\wt \\mu$. The means of $\\mu$ and $\\wt \\mu$ are zero, the variance of $\\mu$ is 1, and the variance of $\\wt \\mu $ is finite. We prove that Tracy-Widom law holds if and only if $\\lim_{s\\to \\infty}s^4\\p(|x_{12}| \\ge s)=0$. The same criterion holds for Hermitian Wigner matrices.", "revisions": [ { "version": "v2", "updated": "2012-06-26T21:49:57.000Z" } ], "analyses": { "keywords": [ "sufficient condition", "edge universality", "random variables", "tracy-widom law holds", "hermitian wigner matrices" ], "note": { "typesetting": "TeX", "pages": 34, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1206.2251O" } } }