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 converge to the Tracy-Widom laws at a rate nearly , as the matrix dimension tends to infinity. We allow the variances of the entries of to have distinct values but of comparable sizes such that . Our result improves the previous rate 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