Universality at the Edge of the Spectrum¶in Wigner Random Matrices

Abstract:

We prove universality at the edge for rescaled correlation functions of Wigner random matrices in the limit n→+∞. As a corollary, we show that, after proper rescaling, the 1^th, 2^nd, 3^rd, 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.