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Xujia Meng

Publications and source records attributed to Xujia Meng.

6 recordsLinked to original sources

Precise universal edge asymptotics for planar $\beta=2$ Coulomb gases with radial external fields

We investigate the extremal statistics of planar $\beta=2$ Coulomb gases with radial external fields. For the rightmost eigenvalue and the spectral radius, we establish sharp Berry--Esseen bounds for their convergence to the Gumbel distribution, with explicit rates \[ \frac{25\log\log n}{4e\log n} \quad\text{and}\quad \frac{2\log\log n}{e\log n}, \] respectively. In addition, we derive sharp asymptotic equivalences for the large and moderate deviations of both statistics across all relevant scales. Analogous results hold for the smallest modulus.

math.PR

From Gaussian to Gumbel: extreme eigenvalues of complex Ginibre products with exact rates

We consider the product of \(k_{n}\) independent \(n\times n\) complex Ginibre matrices and denote its eigenvalues by \(Z_{1},\ldots ,Z_{n}\). Let \(\alpha = \lim_{n\to\infty} n / k_{n}\). Using the determinantal point process method, we reduce the study of extremal eigenvalues to the evaluation of determinants of certain \(n\times n\) matrices. In the modulus case, rotational invariance makes the relevant matrix diagonal, which yields a product representation in terms of Gamma tail probabilities. In the real-part case, the matrix is no longer diagonal; we handle this by a polar-coordinate reduction that introduces an independent uniform angle and leads to explicit formulas involving Gamma variables and trigonometric integrals. After appropriate rescaling, the spectral radius \(\max_{1\leq j\leq n}|Z_{j}|\) converges weakly to a nontrivial distribution \(\Phi_{\alpha}\) when \(\alpha \in (0, +\infty)\), to the Gumbel distribution when \(\alpha = +\infty\), and to the standard normal distribution when \(\alpha = 0\). The family \(\{\Phi_{\alpha}\}_{\alpha >0}\) extends continuously to the boundary regimes: \(\Phi_{\alpha}\) converges weakly to the standard normal law as \(\alpha \to 0^{+}\) and to the Gumbel law as \(\alpha \to +\infty\). Thus the three limiting regimes are connected by the single parameter \(\alpha\), yielding a continuous transition from Gaussian to Gumbel distribution. For the spectral radius, we obtain the exact rates of convergence both in the fixed-\(\alpha\) regime and at the boundaries \(\alpha = 0\) and \(\alpha = +\infty\). For the rightmost eigenvalue \(\max_{1\leq j\leq n}\Re Z_{j}\), we establish the convergence rates in the boundary regimes, while for \(\alpha \in (0, +\infty)\) we show that the limiting distribution, though not available in closed form, still interpolates continuously between the normal and Gumbel laws.

math.PR

Deviation probabilities and Sharp Berry-Esseen bound for rightmost eigenvalue of large non-Hermitian chiral random matrices

This paper provides a quantitative analysis of the rightmost eigenvalue for a chiral non-Hermitian random Dirac matrix in the maximally non-Hermitian regime ($\tau=0$). Let $(\sigma_i)_{1\le i\le n}$ be the eigenvalues with positive real part. We define the normalization constants \[ s_n = \frac{4n(n+v)}{2n+v}, \qquad \gamma_n = \frac{1}{2}\log s_n - \frac{5}{4}\log(\log s_n) - \log\bigl(2^{1/4}\pi\bigr), \] and the centered and scaled variable \[ X_n = \sqrt{2s_n\log s_n}\,\bigl(\bigl(\tfrac{n}{n+v}\bigr)^{1/4}\,\max_{1\le i\le n}\Re\sigma_i \;-\; 1 \;-\; \frac{\gamma_n}{\sqrt{2s_n\log s_n}}\bigr). \] Our main result is the following sharp Berry--Esseen bound for the convergence of $X_n$ to the Gumbel distribution: \[ \sup_{x \in \mathbb{R}} \bigl|\mathbb{P}(X_n \le x) - e^{-e^{-x}}\bigr| = \frac{25 (\log\log s_n)^2}{16 e \,\log s_n}\,\bigl(1 + o(1)\bigr), \] which holds as $n \to \infty$ for an arbitrary parameter $v \ge 0$ (which may depend on $n$). As a byproduct of our analysis, we also obtain precise large- and moderate-deviation principles for the scaled rightmost eigenvalue $\bigl(\frac{n}{n+v}\bigr)^{1/4} \max_{1\le i\le n}\Re\sigma_i$, characterizing its rate of convergence to the value $1$.

math.PR

Precise convergence rate of spectral radius of product of complex Ginibre

Let $Z_1, \cdots, Z_n$ denote the eigenvalues of the product $\prod_{j=1}^{k_n} \boldsymbol{A}_j$, where $\{\boldsymbol{A}_j\}_{1 \le j \le k_n}$ are independent $n\times n$ complex Ginibre matrices. Define $\alpha = \lim\limits_{n \to \infty} \frac{n}{k_n}$. We prove that $X_n,$ a suitably rescaled version of $\max_{1 \le j \le n} |Z_j|^2,$ converges weakly as follows: to a non-trivial distribution $\Phi_\alpha$ for $\alpha \in (0, +\infty)$, to the Gumbel distribution when $\alpha = +\infty$, and to the standard normal distribution when $\alpha = 0$. This result reveals a phase transition at the boundaries of $\alpha$. Furthermore, we establish the exact rates of convergence in each regime.

math.PR

How fast does spectral radius of truncated circular unitary ensemble converge?

Let $z_1, \cdots, z_p$ be the eigenvalues of $A,$ which is the left-top $p\times p$ submatrix of an $n\times n$ Haar-invariant unitary matrix. Suppose there exist two constants $0<h_1<h_2<1$ such that $h_1<\frac pn<h_2.$ Then, $$\sup_{x\in \mathbb{R}}|\mathbb{P}(X_n\le x)-e^{-e^{-x}}|=\frac{(\log \log n)^{2}}{2e\log n}(1+o(1))$$ and further $$ W_{1}\left(\mathcal{L}(X_n),\Lambda\right)=\frac{(\log\log n)^2}{2\log n}(1+o(1))$$ for $n$ large enough. Here, $\Lambda$ is the Gumbel distribution and $\mathcal{L}(X_n)$ is the distribution of $X_n$ with $X_n$ being some rescaled version of $\max_{1\le i\le p}|z_i|,$ the spectral radius of $A.$

math.PR

Exact convergence rate of spectral radius of complex Ginibre to Gumbel distribution

Consider the complex Ginibre ensemble, whose eigenvalues are $(\lambda_i)_{1\le i\le n}$ and the spectral radius $R_n=\max_{1\le i\le n}|\lambda_i|.$ Set $X_n=\sqrt{4 \gamma_{n}}(R_{n}-\sqrt{n}-\frac12\sqrt{\gamma_{n}})$ and $F_n$ be its distribution function, where $\gamma_{n}=\log n-2\log(\sqrt{2\pi}\log n).$ It was proved in \cite{Rider 2003} that $F_n$ converges weakly to the Gumbel distribution $\Lambda.$ We prove in further in this paper that $$\lim_{n\to\infty} \frac{\log n}{\log\log n}\, W_1\left(F_n, \Lambda\right)=2$$ and the Berry-Esseen bound $$\lim\limits_{n\to \infty} \frac{\log n}{\log\log n}\sup_{x\in \mathbb{R}}|F_{n}(x)-e^{-e^{-x}}|=\frac{2}{e}.$$

math.PR