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Paper detail

Comparison theorem for some extremal eigenvalue statistics

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first four moments of their matrix entries match. As an application, we extend results of Bourgade--Ben Arous and Feng--Wei that identify the limit of the maximal eigenvalue gap in the bulk of the GUE to all complex Hermitian generalized Wigner matrices.

preprint2020arXivOpen access
Benjamin LandonPatrick LopattoJake Marcinek
math.PR
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Benjamin LandonPatrick LopattoJake Marcinek

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