Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices

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 [5] for generalized Wigner matrices. Our result follows from a Green function comparison theorem, originally introduced by Erdős, Yau and Yin [19] 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.

48 pages; minor revisions and updated references, final version

References in corpus (5)

• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Accuracy of the Tracy--Widom limits for the extreme eigenvalues in white Wishart matrices
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
• Edgeworth Expansion of the Largest Eigenvalue Distribution Function of GOE
• Quantitative Universality for the Largest Eigenvalue of Sample Covariance Matrices

Cited by in corpus (1)

• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices