no code implementations • 8 Feb 2021 • Kevin Schnelli, Yuanyuan Xu
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.
Probability Mathematical Physics Mathematical Physics 15B52, 60B20
