unidentified Picasso

I bought a small ink or wash brush of Don Qixote signed by Picasso in Tucson Arizona along with a Peter Max - The Peter Max was authentic and the Picasso came from the same source

I have shown this Picasso to lots of people, but I don't think I'm showing it to people who know what they are doing.

The Univ.of AZ has a fairly famous past as a desert retreat for artists. I'm positive the Picasso is authentic - does anybody have any information about Picasso being in Tucson AZ or know of any connection he would have ad with artists in residence.

Also, where do you take a Picasso to have it authenticated?

Thanks