2 papers
math.PR2022
Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices
Kevin Schnelli, Yuanyuan Xu
We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix converge to the Tracy-Widom laws at a rate nearly , as the matrix dimensio…
math.PR2021
Small deviation estimates for the largest eigenvalue of Wigner matrices
László Erdős, Yuanyuan Xu
We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables…