4.4 Article

Edge Universality for Orthogonal Ensembles of Random Matrices

Journal

JOURNAL OF STATISTICAL PHYSICS
Volume 136, Issue 1, Pages 35-50

Publisher

SPRINGER
DOI: 10.1007/s10955-009-9766-5

Keywords

Random matrices; Orthogonal ensembles; Universality

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We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of Shcherbina (Commun. Math. Phys. 285, 957-974, 2009) on the representation of the reproducing matrix kernels of orthogonal ensembles in terms of scalar reproducing kernel of corresponding unitary ensemble.

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