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) |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 1083-6489 1083-6489 |
DOI: | 10.1214/23-EJP1028 |