Edge Universality for Inhomogeneous Random Matrices II: Markov Chain Comparison and Critical Statistics

Fuente: arXiv
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Main Authors: Liu, Dang-Zheng, Zou, Guangyi
Format: Preprint
Published: 2026
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author Liu, Dang-Zheng
Zou, Guangyi
author_facet Liu, Dang-Zheng
Zou, Guangyi
contents The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and a Markov variance profile. This condition reduces the universality problem to the mixing properties of the underlying Markov chains. In this paper, we develop new \emph{short-to-long comparison} conditions that extend the analysis to the subcritical and critical sparsity regimes. Specifically, we prove that two inhomogeneous random matrices exhibit the same universal edge statistics whenever their variance-profile Markov chains are comparable, regardless of the fine details of the matrix entries. To illustrate the power of our Markov chain comparison theorem, we derive the spectral edge statistics for several prototypical models: random band matrices, the Wegner orbital model, and Hankel-profile random matrices. These comparisons uncover a rich landscape of both universal and non-universal phenomena -- shaped by geometric structure, spike patterns, and domains of stable attraction -- features that lie fundamentally beyond the reach of classical random matrix theory.
format Preprint
id arxiv_https___arxiv_org_abs_2604_20215
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Edge Universality for Inhomogeneous Random Matrices II: Markov Chain Comparison and Critical Statistics
Liu, Dang-Zheng
Zou, Guangyi
Probability
Mathematical Physics
Spectral Theory
60B20, 60F05
The first paper in this series introduced a \emph{short-to-long mixing} condition that captures mean-field GOE/GUE edge universality in the supercritical sparsity regime, for symmetric/Hermitian random matrices with independent entries and a Markov variance profile. This condition reduces the universality problem to the mixing properties of the underlying Markov chains. In this paper, we develop new \emph{short-to-long comparison} conditions that extend the analysis to the subcritical and critical sparsity regimes. Specifically, we prove that two inhomogeneous random matrices exhibit the same universal edge statistics whenever their variance-profile Markov chains are comparable, regardless of the fine details of the matrix entries. To illustrate the power of our Markov chain comparison theorem, we derive the spectral edge statistics for several prototypical models: random band matrices, the Wegner orbital model, and Hankel-profile random matrices. These comparisons uncover a rich landscape of both universal and non-universal phenomena -- shaped by geometric structure, spike patterns, and domains of stable attraction -- features that lie fundamentally beyond the reach of classical random matrix theory.
title Edge Universality for Inhomogeneous Random Matrices II: Markov Chain Comparison and Critical Statistics
topic Probability
Mathematical Physics
Spectral Theory
60B20, 60F05
url https://arxiv.org/abs/2604.20215