Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices

DOI10.1214/23-EJP1028arXiv2207.00546OpenAlexW4387985729MaRDI QIDQ6136827FDOQ6136827

Yuanyuan Xu, Kevin Schnelli

Publication date: 17 January 2024

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the entries of $H$ to have distinct values but of comparable sizes such that $su{m}_{i}mathbbE|h_{ij}{|}^2=1$. Our result improves the previous rate $O(N^{-2/9})$ by Bourgade [8] and the proof relies on the first long-time Green function comparison theorem near the edges without the second moment matching restriction.

Full work available at URL: https://arxiv.org/abs/2207.00546

zbMATH Keywords

Tracy-Widom distributionsWigner matrixedge universalityGreen function comparison

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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