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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...

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Autores principales: Schnelli, Kevin, Xu, Yuanyuan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
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.
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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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