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We prove the edge universality of the beta ensembles for any $betage 1$, provided that the limiting spectrum is supported on a single interval, and the external potential is $mathscr{C}^4$ and regular. We also prove that the edge universality holds for generalized Wigner matrices for all symmetry classes. Moreover, our results allow us to extend bulk universality for beta ensembles from analytic potentials to potentials in class $mathscr{C}^4$.
We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues of additi
The soft and hard edge scaling limits of $beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge process as
For general $beta geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N to infty$. For each fixed time, this ensemble is distributed as the A
The spherical orthogonal, unitary, and symplectic ensembles (SOE/SUE/SSE) $S_beta(N,r)$ consist of $N times N$ real symmetric, complex hermitian, and quaternionic self-adjoint matrices of Frobenius norm $r$, made into a probability space with the uni
We consider various asymptotic scaling limits $Ntoinfty$ for the $2N$ complex eigenvalues of non-Hermitian random matrices in the symmetry class of the symplectic Ginibre ensemble. These are known to be integrable, forming Pfaffian point processes, a