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Correlated random matrices: band rigidity and edge universality

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Quantitative Tracy-Widom laws for sparse random matrices

math.PR · 2025-07-25 · conditional · novelty 7.0

For sparse random matrices with q ≥ N^{1/6+δ}, the largest eigenvalue, after a small model-dependent correction, converges to Tracy-Widom at rate almost N^{-1/3} + N^{2/3}/q^4.

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  • Quantitative Tracy-Widom laws for sparse random matrices math.PR · 2025-07-25 · conditional · none · ref 6

    For sparse random matrices with q ≥ N^{1/6+δ}, the largest eigenvalue, after a small model-dependent correction, converges to Tracy-Widom at rate almost N^{-1/3} + N^{2/3}/q^4.