A0487
Title: Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
Authors: Yuanyuan Xu - AMSS, CAS (China) [presenting]
Abstract: A quantitative Tracy-Widom law is discussed for the largest eigenvalue of Wigner matrices (with a variance profile). More precisely, it is proven that the fluctuations of the largest eigenvalue of a Wigner matrix of size N converge to its Tracy-Widom limit at a rate nearly $N^{-1/3}$, as N tends to infinity. The same result also holds for sample covariance matrices.
