Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices

preprint2022arXivOpen access

Abstract

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix HH converge to the Tracy-Widom laws at a rate nearly O(N−1/3)O(N^{-1/3}), as the matrix dimension NN tends to infinity. We allow the variances of the entries of HH to have distinct values but of comparable sizes such that ∑iE∣hij∣2=1\sum_{i} \mathbb{E}|h_{ij}|^2=1. Our result improves the previous rate O(N−2/9)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.

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