Operator limits of random matrices: Edge universality and sharp approximations

Abstract

We establish operator universality at the spectral edge of general Wigner matrices by showing that their suitably rescaled Lanczos tridiagonalizations, constructed from deterministic initial vectors, converge to the stochastic Airy operator with Dirichlet boundary condition. The result requires control of the entire tridiagonal structure on the scale relevant to the limiting differential operator. The Lanczos coefficients for non-Gaussian Wigner matrices are strongly dependent. We analyze their fluctuations by combining multi-resolvent local laws with quantitative control of Krylov subspaces and a comparison of the resulting Jacobi coefficients with those of the Gaussian ensembles. This approach identifies the limiting Brownian potential directly from the original matrix entries, without invoking Dyson Brownian motion in the step of Green function comparison. The resolvent limit yields joint convergence of edge eigenvalues, embedded eigenfunctions, and spectral measures. For Gaussian, Laguerre and circular $β$-ensembles we construct sharp couplings to the stochastic Airy, Bessel and Sine operators, preserving the finite-matrix laws. For fixed $β> 0$, their squared Hilbert-Schmidt inverse errors have almost-sure orders $n^{-1/3}, n^{-1}$ and $n^{-1}$, respectively, with $a > 0$ in the hard-edge upper bound. We also identify the positive leading order coefficient for the circular ensemble, whose second derivative jumps at $β= 2$.