Comparison theorem for some extremal eigenvalue statistics

Citation
Benjamin Landon et al., Comparison theorem for some extremal eigenvalue statistics, Annals of probability (Online) , 48(6), 2020, pp. 2894-2919
ISSN journal
2168894X
Volume
48
Issue
6
Year of publication
2020
Pages
2894 - 2919
Database
ACNP
SICI code
Abstract
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.