The {\it{eigenvector empirical spectral distribution}} (VESD) is a useful tool in studying the limiting behavior of eigenvalues and eigenvectors of covariance matrices. In this paper, we study the convergence rate of the VESD of sample covariance matrices to the deformed Mar{\v c}enko-Pastur (MP) distribution. Consider sample covariance matrices of the form $\Sigma^{1/2} X X^* \Sigma^{1/2}$, where $X=(x_{ij})$ is an $M\times N$ random matrix whose entries are independent random variables with mean zero and variance $N^{-1}$, and $\Sigma$ is a deterministic positive-definite matrix. We prove that the Kolmogorov distance between the {\it{expected VESD}} and the deformed MP distribution is bounded by $N^{-1+\epsilon}$ for any fixed $\epsilon>0$, provided that the entries $\sqrt{N}x_{ij}$ have uniformly bounded 6th moments and $|N/M-1|\ge \tau$ for some constant $\tau>0$. This result improves the previous one obtained in [44], which gave the convergence rate $O(N^{-1/2})$ assuming $i.i.d.$ $X$ entries, bounded 10th moment, $\Sigma=I$ and $M<N$. Moreover, we also prove that under the finite $8$th moment assumption, the convergence rate of the VESD is $O(N^{-1/2+\epsilon})$ almost surely for any fixed $\epsilon>0$, which improves the previous bound $N^{-1/4+\epsilon}$ in [44].

We construct a conformally invariant random family of closed curves in the plane by welding of random homeomorphisms of the unit circle. The homeomorphism is constructed using the exponential of$βX$, where X is the restriction of the 2-dimensional free field on the circle and the parameter$β$is in the “high temperature” regime $$ \beta < \sqrt {2} $$ . The welding problem is solved by studying a non-uniformly elliptic Beltrami equation with a random complex dilatation. For the existence a method of Lehto is used. This requires sharp probabilistic estimates to control conformal moduli of annuli and they are proven by decomposing the free field as a sum of independent fixed scale fields and controlling the correlations of the complex dilatation restricted to dyadic cells of various scales. For the uniqueness we invoke a result by Jones and Smirnov on conformal removability of Hölder curves. Our curves are closely related to SLE($ϰ$) for$ϰ$<4.

In 1979, G. Parisi predicted a variational formula for the thermodynamic limit of the free energy in the Sherrington-Kirkpatrick model and described the role played by its minimizer. This formula was verified in the seminal work of Talagrand and later generalized to the mixed p-spin models by Panchenko. In this paper, we prove that the minimizer in Parisi's formula is unique at any temperature and external field by establishing the strict convexity of the Parisi functional.

In this paper, we prove a necessary and sufficient condition for the edge universality of sample covariance matrices with general population. We consider sample covariance matrices of the form $\mathcal Q = TX(TX)^{*}$, where $X$ is an $M_2\times N$ random matrix with $X_{ij}=N^{-1/2}q_{ij}$ such that $q_{ij}$ are $i.i.d.$ random variables with zero mean and unit variance, and $T$ is an $M_1 \times M_2$ deterministic matrix such that $T^* T$ is diagonal. We study the asymptotic behavior of the largest eigenvalues of $\mathcal Q$ when $M:=\min\{M_1,M_2\}$ and $N$ tend to infinity with $\lim_{N \to \infty} {N}/{M}=d \in (0, \infty)$. We prove that the Tracy-Widom law holds for the largest eigenvalue of $\mathcal Q$ if and only if $\lim_{s \rightarrow \infty}s^4 \mathbb{P}(\vert q_{ij} \vert \geq s)=0$ under mild assumptions of $T$. The necessity and sufficiency of this condition for the edge universality was first proved for Wigner matrices by Lee and Yin [34].

In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we derive the universality of eigenvalue gap distribution and$k$-point correlation, and many other statistics (under some mild assumptions) for both Wigner Hermitian matrices and Wigner real symmetric matrices.