COMPARISON THEOREM FOR SOME EXTREMAL EIGENVALUE STATISTICS

• 成果类型: Article
• 署名作者: Landon, Benjamin; Lopatto, Patrick; Marcinek, Jake
• 署名单位: Massachusetts Institute of Technology (MIT); Harvard University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/20-AOP1439
• 发表日期: 2020
• 页码: 2894-2919
• 关键词: random matrices universality; fixed-energy universality; generalized wigner; spectral statistics; bulk universality

摘要

We introduce a method for the comparison of some extremal eigenvalue statistics of random matrices. For example, it allows one to compare the maximal eigenvalue gap in the bulk of two generalized Wigner ensembles, provided that the first four moments of their matrix entries match. As an application, we extend results of Ben Arous-Bourgade and Feng-Wei that identify the limit of the maximal eigenvalue gap in the bulk of the GUE to all complex Hermitian generalized Wigner matrices.