The spectral edge of some random band matrices (Q624933)

The spectrum of random Hermitian periodic band matrices is studied. The \(N \times N\) Hermitian random band matrix \(H = H_N\) has independent entries above the main diagonal and \(H_{uv}=0\), if \(|u-v|_N = \text{min}(|u-v|, N -|u-v|) > W_N\) or \(u=v\). The main result of the paper is that when \(W_N\gg N^{5/6}\) (i.~e. \(W_N/N^{5/6} \rightarrow \infty\)) the random distribution function at the edge of eigenvalues converges to the Airy point process and according to the Tracy-Widom theorem the scaled extreme eigenvalues converge in distribution to the Tracy-Widom law. Also other limiting conditions (e. g. \(W_N/\text{log}N \rightarrow \infty\)) are discussed and relevant theorems are proved by applying a modification of the moment method [\textit{Z. D. Bai} and \textit{Y. Q. Yin}, Ann. Probab. 21, No.~3, 1275--1294 (1993; Zbl 0779.60026)] and by using the combinatorial technique or the asymptotic description of the random walk on the graph related to the matrix \(H_N\).