English

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

Probability 2022-08-04 v2 Mathematical Physics math.MP

Abstract

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix HH converge to the Tracy-Widom laws at a rate nearly O(N1/3)O(N^{-1/3}), as the matrix dimension NN tends to infinity. We allow the variances of the entries of HH to have distinct values but of comparable sizes such that iEhij2=1\sum_{i} \mathbb{E}|h_{ij}|^2=1. Our result improves the previous rate O(N2/9)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.

Keywords

Cite

@article{arxiv.2207.00546,
  title  = {Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices},
  author = {Kevin Schnelli and Yuanyuan Xu},
  journal= {arXiv preprint arXiv:2207.00546},
  year   = {2022}
}

Comments

30 pages; minor revisions, typos corrected

R2 v1 2026-06-24T12:11:26.223Z