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Quantitative Tracy–Widom laws for the largest eigenvalue of generalized Wigner matrices
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.ORCID iD: 0000-0003-0954-3231
Academy of Mathematics and Systems Science, Chinese Academy of Sciences, China..
2023 (English)In: Electronic Journal of Probability, E-ISSN 1083-6489, Vol. 28, article id 129Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
Institute of Mathematical Statistics , 2023. Vol. 28, article id 129
Keywords [en]
edge universality, Green function comparison, Tracy–Widom distributions, Wigner matrix
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:kth:diva-339726DOI: 10.1214/23-EJP1028ISI: 001101260500001Scopus ID: 2-s2.0-85175540393OAI: oai:DiVA.org:kth-339726DiVA, id: diva2:1812491
Note

QC 20231116

Available from: 2023-11-16 Created: 2023-11-16 Last updated: 2024-07-04Bibliographically approved

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Schnelli, Kevin

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