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On the edge universality of the local eigenvalue statistics of matrix models

2003/11/29 by L. Pastur, M. Shcherbina
Physics and Astronomy · Mathematics · #math-ph #math.MP

paper · pdf

published as Mat.Fiz.Anal.Geom. 10 (2003) 335-365 · 19 pages, Latex

arxiv created 2003/11/29 · arxiv updated 2009/12/01

Abstract

Basing on our recent results on the 1/n-expansion in unitary invariant random matrix ensembles, known as matrix models, we prove that the local eigenvalue statistic, arising in a certain neighborhood of the edges of the support of the Density of States, is independent of the form of the potential, determining the matrix model. Our proof is applicable to the case of real analytic potentials and of supports, consisting of one or two disjoint intervals.

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