Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices

Schnelli K, Xu Y. 2022. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics.

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Abstract
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 O(N^{-1/3+\omega }), as N tends to infinity. For Wigner matrices this improves the previous rate O(N^{-2/9+\omega }) 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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Date Published
2022-04-15
Journal Title
Communications in Mathematical Physics
Acknowledgement
Kevin Schnelli is supported in parts by the Swedish Research Council Grant VR-2017-05195, and the Knut and Alice Wallenberg Foundation. Yuanyuan Xu is supported by the Swedish Research Council Grant VR-2017-05195 and the ERC Advanced Grant “RMTBeyond” No. 101020331.
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Schnelli K, Xu Y. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. 2022. doi:10.1007/s00220-022-04377-y
Schnelli, K., & Xu, Y. (2022). Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics. Springer Nature. https://doi.org/10.1007/s00220-022-04377-y
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics. Springer Nature, 2022. https://doi.org/10.1007/s00220-022-04377-y.
K. Schnelli and Y. Xu, “Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices,” Communications in Mathematical Physics. Springer Nature, 2022.
Schnelli K, Xu Y. 2022. Convergence rate to the Tracy–Widom laws for the largest Eigenvalue of Wigner matrices. Communications in Mathematical Physics.
Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.” Communications in Mathematical Physics, Springer Nature, 2022, doi:10.1007/s00220-022-04377-y.

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