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

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 (fo...

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Veröffentlicht in:Electronic journal of probability 2023-01, Vol.28 (none)
Hauptverfasser: Schnelli, Kevin, Xu, Yuanyuan
Format: Artikel
Sprache:eng
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Zusammenfassung: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 (formula presented). 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.
ISSN:1083-6489
1083-6489
DOI:10.1214/23-EJP1028