# 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. 393, 839–907.

Download

*Journal Article*|

*Published*|

*English*

**Scopus indexed**

Department

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.

Publishing Year

Date Published

2022-07-01

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.

Volume

393

Page

839-907

ISSN

eISSN

IST-REx-ID

### Cite this

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

*Communications in Mathematical Physics*. 2022;393:839-907. doi:10.1007/s00220-022-04377-ySchnelli, 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-ySchnelli, 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*, vol. 393. Springer Nature, pp. 839–907, 2022.Schnelli, Kevin, and Yuanyuan Xu. “Convergence Rate to the Tracy–Widom Laws for the Largest Eigenvalue of Wigner Matrices.”

*Communications in Mathematical Physics*, vol. 393, Springer Nature, 2022, pp. 839–907, doi:10.1007/s00220-022-04377-y.**All files available under the following license(s):**

**Creative Commons Attribution 4.0 International Public License (CC-BY 4.0):**

**Main File(s)**

File Name

2022_CommunMathPhys_Schnelli.pdf
1.14 MB

Access Level

Open Access

Date Uploaded

2022-08-05

MD5 Checksum

bee0278c5efa9a33d9a2dc8d354a6c51

### Export

Marked PublicationsOpen Data ISTA Research Explorer

### Web of Science

View record in Web of Science®### Sources

arXiv 2102.04330