Random Matrices: Universality of Local Eigenvalue Statistics up to the Edge

Abstract

This is a continuation of our earlier paper (Tao and Vu, http://arxiv.org/abs/0908.1982v4[math.PR], 2010) on the universality of the eigenvalues of Wigner random matrices. The main new results of this paper are an extension of the results in Tao and Vu (http://arxiv.org/abs/0908.1982v4[math.PR],2010) from the bulk of the spectrum up to the edge. In particular, we prove a variant of the universality results of Soshnikov (Commun Math Phys 207(3):697-733, 1999) for the largest eigenvalues, assuming moment conditions rather than symmetry conditions. The main new technical observation is that there is a significant bias in the Cauchy interlacing law near the edge of the spectrum which allows one to continue ensuring the delocalization of eigenvectors. © 2010 The Author(s).