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Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices
We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws at a rate [Formula: see text] , as N tends to infinity. For Wigner matrices this improves the previous rate [Formula: see text] obtained by Bourga...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9232480/ https://www.ncbi.nlm.nih.gov/pubmed/35765414 http://dx.doi.org/10.1007/s00220-022-04377-y |
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author | Schnelli, Kevin Xu, Yuanyuan |
author_facet | Schnelli, Kevin Xu, Yuanyuan |
author_sort | Schnelli, Kevin |
collection | PubMed |
description | We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws at a rate [Formula: see text] , as N tends to infinity. For Wigner matrices this improves the previous rate [Formula: see text] obtained by Bourgade (J Eur Math Soc, 2021) for generalized Wigner matrices. Our result follows from a Green function comparison theorem, originally introduced by Erdős et al. (Adv Math 229(3):1435–1515, 2012) to prove edge universality, on a finer spectral parameter scale with improved error estimates. The proof relies on the continuous Green function flow induced by a matrix-valued Ornstein–Uhlenbeck process. Precise estimates on leading contributions from the third and fourth order moments of the matrix entries are obtained using iterative cumulant expansions and recursive comparisons for correlation functions, along with uniform convergence estimates for correlation kernels of the Gaussian invariant ensembles. |
format | Online Article Text |
id | pubmed-9232480 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2022 |
publisher | Springer Berlin Heidelberg |
record_format | MEDLINE/PubMed |
spelling | pubmed-92324802022-06-26 Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices Schnelli, Kevin Xu, Yuanyuan Commun Math Phys Article We show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size N converge to the Tracy–Widom laws at a rate [Formula: see text] , as N tends to infinity. For Wigner matrices this improves the previous rate [Formula: see text] obtained by Bourgade (J Eur Math Soc, 2021) for generalized Wigner matrices. Our result follows from a Green function comparison theorem, originally introduced by Erdős et al. (Adv Math 229(3):1435–1515, 2012) to prove edge universality, on a finer spectral parameter scale with improved error estimates. The proof relies on the continuous Green function flow induced by a matrix-valued Ornstein–Uhlenbeck process. Precise estimates on leading contributions from the third and fourth order moments of the matrix entries are obtained using iterative cumulant expansions and recursive comparisons for correlation functions, along with uniform convergence estimates for correlation kernels of the Gaussian invariant ensembles. Springer Berlin Heidelberg 2022-04-15 2022 /pmc/articles/PMC9232480/ /pubmed/35765414 http://dx.doi.org/10.1007/s00220-022-04377-y Text en © The Author(s) 2022 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) . |
spellingShingle | Article Schnelli, Kevin Xu, Yuanyuan Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices |
title | Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices |
title_full | Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices |
title_fullStr | Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices |
title_full_unstemmed | Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices |
title_short | Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices |
title_sort | convergence rate to the tracy–widom laws for the largest eigenvalue of wigner matrices |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9232480/ https://www.ncbi.nlm.nih.gov/pubmed/35765414 http://dx.doi.org/10.1007/s00220-022-04377-y |
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