Edgeworth expansions of extreme eigenvalue distributions for random unitary ensembles
Abstract
In this paper, we establish Edgeworth expansions of extreme eigenvalue distributions for two types random unitary ensembles at the spectral edges and reveal certain universal structures for the correction terms. More precisely, we show the correlation kernels for the Gaussian-type unitary ensembles and Laguerre-type unitary ensembles admit full expansions at the soft edge and the hard edge, respectively. The coefficients of the correction terms are given by finite sums of Airy function or the Bessel functions of the first kind and their derivatives with polynomial coefficients. By lifting the kernel expansion to the associated Fredholm determinant, we further obtain full expansions for the largest eigenvalue distribu- tion of the Gaussian-type unitary ensembles and the smallest eigenvalue distribution of the Laguerre-type unitary ensembles. In addition, the first correction term therein involves the derivatives of the leading term.
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BibTeX
@misc{liu2026edgeworth,
title = {{Edgeworth expansions of extreme eigenvalue distributions for random unitary ensembles}},
author = {Junwen Liu and Qianlu Mao and Lun Zhang},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.39169},
eprint = {2609.39169},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.39169},
note = {CC0},
}
RIS
TY - UNPB
TI - Edgeworth expansions of extreme eigenvalue distributions for random unitary ensembles
AU - Junwen Liu
AU - Qianlu Mao
AU - Lun Zhang
PY - 2026
DA - 2026/09/30
PB - arXiv
DO - 10.48550/arxiv.2609.39169
UR - https://arxiv.org/abs/2609.39169
AB - In this paper, we establish Edgeworth expansions of extreme eigenvalue distributions for two types random unitary ensembles at the spectral edges and reveal certain universal structures for the correction terms. More precisely, we show the correlation kernels for the Gaussian-type unitary ensembles and Laguerre-type unitary ensembles admit full expansions at the soft edge and the hard edge, respectively. The coefficients of the correction terms are given by finite sums of Airy function or the Bessel functions of the first kind and their derivatives with polynomial coefficients. By lifting the kernel expansion to the associated Fredholm determinant, we further obtain full expansions for the largest eigenvalue distribu- tion of the Gaussian-type unitary ensembles and the smallest eigenvalue distribution of the Laguerre-type unitary ensembles. In addition, the first correction term therein involves the derivatives of the leading term.
ER -