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Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices (2207.00546v2)
Published 1 Jul 2022 in math.PR, math-ph, and math.MP
Abstract: 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 $\sum_{i} \mathbb{E}|h_{ij}|2=1$. 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.