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Optimal $W_1$ and Berry-Esseen bound between the spectral radius of large Chiral non-Hermitian random matrices and Gumbel

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arxiv 2501.08661 v2 pith:7PPXODFF submitted 2025-01-15 math.PR

classification math.PR
keywords fracsqrtberry-esseenboundchiraldistributiongumbelinfty
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abstract

Consider the chiral non-Hermitian random matrix ensemble with parameters $n$ and $v$ and the non Hermiticity parameter $\tau=0$ and let $(\zeta_i)_{1\le i\le n}$ be its $n$ eigenvalues with positive $x$-coordinate. Set $$X_n:=\sqrt{\log s_n}\left(\frac{2n \max_{1\le i\le n}|\zeta_i|^2-2\sqrt{n(n+v)}}{\sqrt{2n+v}}-a(s_{n})\right)$$ with $s_n=n(n+v)/(2n+v)$ and $a(s_n)=\sqrt{\log s_n}-\frac{\log(\sqrt{2\pi}\log s_n)}{\sqrt{\log s_n}}.$ It was proved in \cite{JQ} that $X_n$ converges weakly to the Gumbel distribution $\Lambda$. In this paper, we give in further that $$\lim_{n\to\infty} \frac{\log s_n}{(\log\log s_n)^2}W_1\left(F_n, \Lambda\right)=\frac{1}{2}$$ and the Berry-Esseen bound $$\lim_{n\to\infty} \frac{\log s_n}{(\log\log s_n)^2}\sup_{x\in\mathbb{R}}|F_n(x)-e^{-e^{-x}}|=\frac{1}{2e}.$$ Here, $F_n$ is the distribution (function) of $X_n.$

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Revisit on the convergence rate of normal extremes

    math.PR 2025-07 conditional novelty 7.0 of 10

    Gaussian maxima to Gumbel convergence rates are computed exactly for the Kolmogorov, W1, total variation, KL and Fisher metrics, with explicit constants depending on powers of log log n and log n.

  2. Convergence rate of extreme eigenvalue of Ginibre ensembles to Gumbel distribution

    math.PR 2025-06 conditional novelty 6.0 of 10

    The Kolmogorov distance from the rightmost Ginibre eigenvalue to Gumbel is exactly 25 log log n/(4e log n) and the W1 distance is exactly 25 log log n/(4 log n), with analogous rates for the spectral radius.

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