A Necessary and Sufficient Condition for Edge Universality of Wigner matrices

preprint2012arXivOpen access

Abstract

In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider N×NN \times N symmetric Wigner matrices HH with Hij=N−1/2xijH_{ij} = N^{-1/2} x_{ij}, whose upper right entries xijx_{ij} (1≤i<j≤N)(1\le i< j\le N) are i.i.d.i.i.d. random variables with distribution μμ and diagonal entries xiix_{ii} (1≤i≤N)(1\le i\le N) are i.i.d.i.i.d. random variables with distribution $\wt μ$. The means of μμ and $\wt μ$ are zero, the variance of μμ is 1, and the variance of $\wt μ$ 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.

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