Loop Equations Characterize Random Matrix Statistics

Abstract

We prove that the universal local point processes of random matrix theory are characterized by their loop equation hierarchies. More precisely, for every rational $β>0$, the $\mathrm{Sine}_β$ point process is the unique solution of the bulk loop equation hierarchy, and the $\mathrm{Airy}_β$ point process is the unique solution of the edge loop equation hierarchy. These uniqueness results provide a direct route to universality: it suffices to verify the corresponding approximate loop equations for the ensemble. In many models, these equations follow from local laws and integration by parts.