• Nebyly nalezeny žádné výsledky

In this section we explain how Corollaries2.6,2.7and2.9follow from Theorem2.5.

Proof of Corollary 2.6. Given ϑ>0, we define the set

Gϑ:={λˆ∈RdN:|λ`i−γi/N` |6Nϑ−2/3min{i, N+1−i}1/3for alliand`}. (5.1) As proved in [29] in the special case of the Gaussian ensembles and then generalized in [13, Theorem 2.4] to potentialsWk satisfying much weaker conditions than the ones assumed here, the following rigidity estimate holds: for all ϑ>0 there exist ¯c>0 and C <∞ such that, for allN>0,

PeβN,0 RN\Gϑ

6Ce −Nc¯. (5.2)

Also, due to the fact thatµ0k has a density which is strictly positive inside its support [a0k, b0k] except at the two boundary points where it goes to zero as a square root (see Lemma3.2), we deduce that

m N > 1

C

γk(i+m)/N

γi/Nk

minp

s−a0k,p

b0k−s ds,

from which it follows easily that

k(i+m)/N−γi/Nk |6 C N2/3min

m2/3, m

min{i, N+1−i}1/3

. (5.3)

Since

ki+m−λki|6|λki−γi/Nk |+|λki+m−γ(i+m)/Nk |+|γ(i+m)/Nk −γki/N|, (5.4) using (5.2) and (5.3) and recalling that by assumptionmN, we deduce that

|N(λki

k+j−λki

k)|6C(Nϑ+m) for all ˆλ∈Gϑ,ik∈[N ε, N(1−ε)], j= 1, ..., m, (5.5) and

|N2/3kj−a0k)|6C(Nϑ+m2/3) for all ˆλ∈Gϑ,j= 1, ..., m. (5.6) Z

Now, given a bounded function χ:RdN!R, applying (2.8) to 1

2

1+ χ kχk

withk=0 andη=ϑ, we deduce that

χTNdPβN,0− χ dPβN,aV

6CNϑ−1kχk. (5.7)

Recall that the mapTN is given byX1N,whereXtN is the flow of the vector fieldYNt that has the very special form (4.13) (see Proposition4.13). In particular, since the functions y0k,t,y1k,tk`,t(·, y) are uniformly Lipschitz, we see that

|( ˙XtN)ki−( ˙XtN)kj|6L|(XtN)ki−(XtN)kj| for alli, j= 1, ..., N andk= 1, ..., d.

Hence, sinceX1N=TN andX0N=Id, Gr¨onwall’s inequality yields

e−Lki−λkj)6(TN)ki(ˆλ)−(TN)kj(ˆλ)6eLki−λkj) for allλkikj. (5.8) We now remark that the lawPeβN,aV is obtained as the image of the law ofλk=(λk1, ..., λkN), 16k6dunderPβN,aV under the map

R:b RdN!RdN, R(λb 1, ..., λk, ..., λd) := (R(λ1), ...,R(λk), ...,R(λd)), (5.9) whereR:RN!RN is defined as

[R(x1, ..., xN)]i:= min

#J=imax

j∈J xj for alli= 1, ..., N. (5.10) Hence, due to (5.8), it follows thatTN andRb commute, namely

RbTN=TNR.b (5.11)

We now consider a test functionχof the form

χ(ˆλ) =f((N(λkik+1−λkik), ..., N(λkik+m−λkik))dk=1). (5.12) Then

f((N(λki

k+1−λkik), ..., N(λki

k+m−λkik))dk=1)dPeβN,aV = χRbdPβN,aV, and it follows by (5.7) and (5.11) that

χ dPeβN,aV− χTNRbdPβN,0

6CNϑ−1kfk.

Z Z

Z

Z Z

Z

LetX0,t,X1,t,andX2,tbe as in Proposition4.13, and note the following fact: whenever

SinceX0,t` is a smooth diffeomorphism which sends the quantiles ofµ`,0onto the quantiles ofµ`,t, we deduce that and by the same argument as the one used in the proof of Proposition4.13to show (4.39) and (4.40) we get

(this follows by the same proof as the one of (5.8), compare also with [5, Equation (5.2)]).

In addition,

and hence, by the definition ofGϑ, Hence, we have proved that(1)

For the second statement we choose

χ(ˆλ) =f((N2/3k1−aaVk ), ..., N2/3km−aaVk ))dk=1),

(1) This estimate, as well as the one at the edge that we shall prove below, should be compared with the one obtained in [5, Theorem 1.5]. While the estimates here are considerably stronger than the ones in [5, Theorem 1.5] (this follows from the fact that we have better bounds on our approximate transport maps), as a small “loss” we now haveNϑ−1instead of a term (logN)3/N. The reason for this small difference comes from the fact that we decided to apply (2.8) to deduce (5.7). It is worth noticing that the argument in§4combined with [5, Lemma 2.2] proves that also the stronger bound

holds. However, since in general (2.8) is much more powerful than the estimate above (as it allows to deal with functions that grow polynomially with respect to the dimension) and the improvement between (logN)3/NandNϑ−1 is minimal, we have decided not to state also this second estimate.

Z

and we note thatT0k(a0k)=aaVk . Then, due to (4.39) and (5.13), we get using the rigidity estimate (5.6), we may replace

N2/3(T0kk1)−T0k(a0k)) by (T0k)0(a0k)N2/3k1−a0k) which proves the second statement by choosingϑ6θ.

Proof of Corollary 2.7. We first note that the proof of Corollary 2.6 could be re-peated verbatim in the context of [5] to show that [5, Theorem 1.5] holds with the same estimates as we obtained here. Hence, by combining this result with Corollary 2.6, we have

whereγik/N satisfies µsc((−∞, γik/N))=ik/N. Note that the transport relations (2.10) and (2.11) imply thatT0kS0kik/N)=γik

k/N,a, whereγik

k/N,a satisfies µaVk ((−∞, γki

k/N,a)) =ik

N, and hence (again by (2.10) and (2.11))

(T0kS0k)0ik/N) = %scik/N)

%aVkik

k/N,a).

Finally, since |σk−ik/N|6C/N and σk∈(0,1), arguing as we did for proving (5.3), we deduce that|γik/N−γσk|6C/Ne , so up to another small error we may replace

%scik/N)

%aVkik

k/N,a) by %scσk)

%aVkσk,k).

This concludes the proof of of the first statement, while the second one is just a conse-quence of Corollary2.6(2) and [5, Theorem 1.5 (2)].

Proof of Corollary 2.8. As is clear by looking at the proof of Corollaries2.6and2.7, the fact of dealing at the same time with the eigenvalues of different matrices does not complicate the proof. For this reason, since the proof of Corollary 2.8 is already very involved, to make the argument more transparent we shall prove the result when the test function is of the form

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

X

ijdistinct

f N(λki

1−E), ..., Ne (λki

m−E)e dEe

for someE∈(−2,2), the proof in the general case being completely analogous and just notationally heavier.

To simplify the notation, we set gEe(ˆλ) := X

i16=...6=im

f(N(λki1−E), ..., N(λe kim−E)),e

Ak:=

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

g

EedEe

dPβN,aV.

It follows by (2.8) withη=θthat

|log(1+Ak)−log(1+A1,k)|6CNθ−1, (5.15) Z

Z Z

where

A1,k:=

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

gEe(TN)kdEe

dPβN,0

=

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

X

i16=...6=im

f(N((TN)ki1(ˆλ)−E), ..., N((Te N)kim(ˆλ)−E))e dEe

dPβN,0.

Define the quantilesγi/Nk ∈(Sk0(−2), Sk0(2)) as in Corollary2.6, and given ϑ>0 small (to be fixed later) we consider the setGϑ defined in (5.1).

Since the integrandg

Ee(TN)k is pointwise bounded bykfkNm, it follows by (5.2) that

A1,k=A2,k+O(e−Nc), (5.16)

where

A2,k:=

Gϑ

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

gEe(TN)kdEe

dPβN,0. Observe that if ˆλ∈Gϑ then, by definition,

ki−λkj|>|γki/N−γj/Nk |−N−2/3+ϑmin{i, N+1−i}−1/3−N−2/3+ϑmin{j, N+1−j}−1/3. Hence, sinceγ(i+1)/Nk −γi/Nk >c0N−2/3min{i, N+1−i}−1/3 for alli, we deduce that

ki−λkj|>Nϑ−1 provided|i−j|>C0Nϑ, which, combined with (5.8) yields, for ˆλ∈Gϑ,

|(TN)ki(ˆλ)−(TN)kj(ˆλ)|>e−LNϑ−1 provided|i−j|>C0Nϑ. (5.17) We now notice that, sincef is compactly supported, the quantity

f(N((TN)ki

1(ˆλ)−E), ..., Ne ((TN)ki

m(ˆλ)−E))e can be non-zero only if

|(TN)kij(ˆλ)−E|e 6C1

N for allj= 1, ..., m.

Therefore, if ¯i∈{1, ..., N}is an index (depending on ˆλandE) such thate

|(TN)k¯i(ˆλ)−E|e 6C1

N, Z Z

Z Z

Z Z

then (5.17) yields

|(TN)ki(ˆλ)−E|e 6C1

N =⇒ |i−¯i|6C0Nϑ. This proves that, for any ˆλ∈Gϑ, there exists a set of indices

Jˆλ,Ee⊂ {(i1, ..., im)∈ {1, ..., N}m:i16=...6=im} such that #Jλ,ˆEe6CNand

A2,k=

Gϑ

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

ˆ

gEe(TN)kdEe

dPβN,0, where

ˆ

gEe(ˆλ) := X

(i1,...,im)∈Jλ,fˆE

f(N(λki1−E), ..., N(λe kim−E))e

satisfies|ˆgTk

0(E)e |6CkfkN.

We now perform the change of variableEe7!T0k(E), which givese

Rk(E)+N−ζR0k(E)

Rk(E)−N−ζR0k(E)

ˆ g

Ee(TN)kdEe=

(T0k)−1[Rk(E)+N−ζR0k(E)]

(T0k)−1[Rk(E)−N−ζRk0(E)]

ˆ gTk

0(E)e (TN)k(T0k)0(E)e dE.e Recalling thatRk=T0kS0k and that these maps are all smooth diffeomorphisms ofR, we see that for

Ee∈[(T0k)−1[Rk(E)−N−ζR0k(E)],(T0k)−1[Rk(E)+N−ζR0k(E)]]

it holds

|(T0k)0(E)−(Te 0k)0S0k(E)|6CN−ζ, R0k(E) = [(T0k)0S0k(E)] (S0k)0(E), and

(T0k)−1[Rk(E)±N−ζR0k(E)] =S0k(E)±N−ζ(S0k)0(E)+O(N−2ζ).

Hence, since|ˆgTk

0(E)e |6CN,

(T0k)−1[Rk(E)+N−ζR0k(E)]

(T0k)−1[Rk(E)−N−ζR0k(E)]

ˆ gTk

0(E)e (TN)k(T0k)0(E)e dEe

=−

Sk0(E)−N−ζ(Sk0)0(E)

S0k(E)−N−ζ(S0k)0(E)

ˆ gTk

0(E)e (TN)kdEe+O(Nmϑ−ζ),

Z Z

Z Z

Z

Z

which proves that

Due to Theorem2.5, we can write ˆ arguing as we did for (5.13), we get

|∂EeX1,kˆλ(E)|e 6CNϑ, |(X1,1N )ki(ˆλ)−X1,kλˆ(E)|e 6CNϑki−E|e for all ˆλ∈Gϑ. (5.20)

Z Z

Z

Z Z

Z

In addition, by the same reasoning,

maxi,k1zk`,t(X0,tkki), y)dMXN`

0,t(y) =O(Nϑ) for all ˆλ∈Gϑ, and the argument used to prove (4.39) (see in particular (4.50)) yields

max

i,k |(X2,1N )ki|6CN for all ˆλ∈Gϑ. Hence, since #Jλ,ˆEe6CNwe immediately deduce that

O 1

N Gϑ

X

(i1,...,im)∈Jλ,fˆE

|(X2,1N )kij|dPβN,0

=O N(m+2)ϑ−1

. (5.21)

Now, to get rid of the term Xk

1,λˆ(E) insidee h

Ee we take advantage of (5.20) and the average with respect toE: more precisely, we consider the change of variablee

Ee7−!Φˆλ(E) := (Te 0k)−1

T0k(E)+e 1 NXk

1,ˆλ(E)e

so that

S0k(E)−N−ζ(S0k)0(E)

Sk0(E)−N−ζ(Sk0)0(E)

h

EedEe

=−

S0k(E)−N−ζ(S0k)0(E)

Sk0(E)−N−ζ(Sk0)0(E)

X

(i1,...,im)∈Jλ,fˆE

f(N(T0kki

1)−T0k(E))+[(Xe 1,1N )ki

1(ˆλ)−Xk

1,λˆ(E)e , ..., N(T0kkim)−T0k(E))+[(Xe 1,1N )kim(ˆλ)−X1,kλˆ(E)])∂e

EeΦλˆ(E)e dE.e Therefore, since∂

EeΦλˆ(E)=1+O Ne ϑ−1

(due to (5.20)),|h

Ee|6CN, and the interval [S0k(E)−N−ζ(S0k)0(E), S0k(E)−N−ζ(S0k)0(E)] has length of orderN−ζ, we deduce that

S0k(E)−N−ζ(S0k)0(E)

Sk0(E)−N−ζ(Sk0)0(E)

h

EedEe

=−

S0k(E)−N−ζ(S0k)0(E)

Sk0(E)−N−ζ(Sk0)0(E)

X

(i1,...,im)∈Jλ,fˆE

f(N(T0kki1)−T0k(E))+[(Xe 1,1N )ki1(ˆλ)−X1,kλˆ(E)],e ..., N(T0kkim)−T0k(E))+[(Xe 1,1N )kim(ˆλ)−X1,kˆλ(E)])e dEe+O(NζNNϑ−1).

(5.22) We now observe that, since T0k:R!R is a diffeomorphism with (T0k)0>e−L>0 (see (5.14)), it follows by (5.20) that

|(X1,1N )ki1(ˆλ)−X1,kλˆ(E)|e 6CNϑ|T0kki)−T0k(E)|.e Z

Z

Z Z

Z Z

Therefore, sincef is compactly supported, we see that the expression f(N(T0kki1)−T0k(E))+[(Xe 1,1N )ki1(ˆλ)−X1,kλˆ(E)],e

..., N(T0kki

m)−T0k(E))+[(Xe 1,1N )ki

m(ˆλ)−Xk

1,λˆ(E)])e is non-zero only if

|T0kkij)−T0k(E)|e 6C1

N for allj= 1, ..., m.

In particular, using again that (T0k)0>e−L>0, this implies that|λkij−E|e 6C/N. Thus

|T0kkij)−T0k(E)−(Te 0k)0(E)[λkij−E]|e =O 1

N2

and

Nϑ|T0kkij)−T0k(E)|e =O Nϑ−1 , and we get

f(N(T0kki

1)−T0k(E)e

+[(X1,1N )ki

1(ˆλ)−Xk

1,λˆ(E)],e

..., N(T0kkim)−T0k(E))+[(Xe 1,1N )kim(ˆλ)−X1,kλˆ(E)])e

=f((T0k)0(E)N(λkij−E), ...,e (T0k)0(E)N(λkij−E))+O(k∇fe kNϑ−1).

Combining this estimate with (5.22) and the fact that #Jλ,ˆEe6CNwe conclude that

Sk0(E)−N−ζ(S0k)0(E)

Sk0(E)−N−ζ(Sk0)0(E)

hEedEe= ¯gE+O N(m+1)ϑ+ζ−1 , where

¯ gE(ˆλ)

:=−

S0k(E)−N−ζ(S0k)0(E)

Sk0(E)−N−ζ(Sk0)0(E)

X

(i1,...,im)∈Jλ,fˆE

f((T0k)0(E)N(λkij−E), ...,e (T0k)0(E)N(λkij−E))e dE.e

Also, by the argument above it follows that we can add back into the sum all the in-dices outsideJλ,ˆEe (since, up to infinitesimal errors, the function above vanishes on such indices), and therefore

Sk0(E)−N−ζ(Sk0)0(E)

S0k(E)−N−ζ(Sk0)0(E)

h

EedEe= ¯¯gE+O(N(m+1)ϑ+ζ−1), Z

Z

Z

with Combining this bound with (5.15), (5.16), (5.18), (5.19), and (5.21), we conclude that

|log(1+Ak)−log(1+ ¯A¯k)|6C(Nmϑ−ζ+N(m+2)ϑ−1+N(m+1)ϑ+ζ−1), (5.23) Combining this estimate with (5.23), we get

|log(1+Ak)−log(1+ ˆAk)|6C(Nmϑ−ζ+N(m+2)ϑ−1+N(m+1)ϑ+ζ−1).

Choosingϑsmall enough so that (m+2)ϑ<θ, this gives

|log(1+Ak)−log(1+ ˆAk)|6C(Nθ+ζ−1+Nθ−1/2+Nθ−ζ)6C(Nθ+ζ−1+Nθ−ζ), and since ˆAk is uniformly bounded inN (see for instance [65]) and the right-hand side is infinitesimal (recall thatθ<min{ζ,1−ζ}), we conclude that

|Ak−Aˆk|6C(Nθ+ζ−1+Nθ−ζ).

Recalling the definition ofAk and ˆAk, this proves that

which corresponds to our statement when f depends only on the eigenvalues of one matrix. As explained at the beginning of the proof, the very same argument presented above extends also to the general case.

Z

Z Z

Z Z

Z Z

Z

Proof of Corollary 2.9. We begin by noticing that the proof of Theorem 2.5 could be repeated verbatim in the context of [5] to show that [5, Theorem 1.4] holds with the same estimates as we obtained here.

To prove the gap estimates, it is enough to show that the approximate transport maps do not change gaps in the bulk uniformly (away from the edges). Due to Theo-rem2.5and [5, Theorem 1.4], we have the expansions

(TN)ki(ˆλ) =T0kki)+ 1

N(X1,1N )ki(ˆλ)+ 1

N2(X2,1N )ki(ˆλ), (SkN)ik) =S0kki)+ 1

N(Sk,1)ik)+ 1

N2(Sk,2)ik),

where (Sk,1)i and (Sk,2)i satisfy the same estimates as (X1N)ki and (X2N)ki. Hence, by the formulas above we deduce that

(TN)ki S1N1), ..., SdNd)

=T0kS0kki)+ 1

N[(T0k)0S0kki)](Sk,1)ik) +1

N(X1,1N )ki

S0111)+ 1

N(S1,1)11), ..., S0ddN)+ 1

N(SN,d)Nd)

+Ei,

(5.24)

where the errorEi satisfies (due to the bounds in Theorem2.5and [5, Theorem 1.4]) s

X

i

kEik2L2(PGVE,βN )=O

(logN)2 N3/2

(5.25)

Also, by using again Theorem2.5 and [5, Theorem 1.4], with probability greater than 1−e−c(logN)2 and uniformly with respect toi∈{1, ..., N}, we have

|[(T0k)0S0kki+1)](Sk,1)i+1k)−[(T0k)0S0kki)](Sk,1)ik)|

6C(logN)N1/(σ−15)ki+1−λki|, and

|(X1,1N )ki+1−(X1,1N )ki|

(S01)⊗N+ 1

NS1,1, ...,(S0d)⊗N+ 1 NSd,1

(ˆλ) 6C(logN)N1/(σ−15)

|S0kki+1)−S0kki)|+1

N|(Sk,1)i+1k)−(Sk,1)ik)|

6ClogN N1/(σ−15)ki+1−λki|, while

T0kS0kki+1)−T0kS0kki) = (T0kS0k)0ki)[λki+1−λki]+O(|λki+1−λki|2).

Recalling that, with probability greater than 1−e−N¯c, |λki+1−λki|6CNθ−1 when the {λki}Ni=1 are ordered andi∈[εN,(1−ε)N] (see (5.2) and (5.4)), we conclude that, with probability greater than 1−e−c(logN)2, and uniformly with respect to i∈[εN,(1−ε)N], we have

[(TN)ki+1−(TN)ki](S1N1), ..., SdNd))

= (T0kS0k)0ki)[λki+1−λki]+O

(logN)N1/(σ−15) N2−θ

. Combining this estimate with (5.25) and noticing that

N4/3

(logN)N2/(σ−15)

N2−θ +(logN)2 N3/2

!0 as N!∞,

providedθ<16 (recall that by assumptionσ>36; see Hypothesis2.1), the two statements follow from the fact thatTN(S1N, ... SNd ):RdN!RdN is an approximate transport map from (PGVE,βN )⊗d to PβN,aV and that the results are true underPGVE,βN due to [6, Theo-rem 1.3 and Corollary 1.5].