Random matrices;
edge universality;
free additive convolution;
SPECTRAL STATISTICS;
LARGEST EIGENVALUE;
UNIVERSALITY;
THEOREM;
EDGE;
D O I:
10.1214/24-AOP1705
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We consider fluctuations of the largest eigenvalues of the random matrix model A + UBU* where A and B are N x N deterministic Hermitian (or symmetric) matrices and U is a Haar-distributed unitary (or orthogonal) matrix. We prove that the largest eigenvalue weakly converges to the GUE (or GOE) Tracy-Widom distribution, under mild assumptions on A and B to guarantee that the density of states of the model decays as square root around the upper edge. Our proof is based on the comparison of the Green function along the Dyson Brownian motion starting from the matrix A+ UBU* and ending at time N - 1 / 3 +o( 1 ) . As a byproduct of our proof, we also prove an optimal local law for the Dyson Brownian motion up to the constant time scale.
机构:
Univ Paris Sud, LPTMS, CNRS, UMR 8626, F-91405 Orsay, FranceUniv Paris Sud, LPTMS, CNRS, UMR 8626, F-91405 Orsay, France
Bohigas, O.
de Carvalho, J. X.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Sao Paulo, Inst Fis, BR-05315970 Sao Paulo, Brazil
Max Planck Inst Phys Komplexer Syst, D-01187 Dresden, GermanyUniv Paris Sud, LPTMS, CNRS, UMR 8626, F-91405 Orsay, France
de Carvalho, J. X.
Pato, M. P.
论文数: 0引用数: 0
h-index: 0
机构:
Univ Paris Sud, LPTMS, CNRS, UMR 8626, F-91405 Orsay, France
Univ Sao Paulo, Inst Fis, BR-05315970 Sao Paulo, BrazilUniv Paris Sud, LPTMS, CNRS, UMR 8626, F-91405 Orsay, France