Deviation of Top Eigenvalue for Some Tridiagonal Matrices Under Various Moment Assumptions

Abstract

Symmetric tridiagonal matrices appear ubiquitously in mathematical physics, serving as the matrix representation of discrete random Schrödinger operators. In this work, we investigate the top eigenvalue of these matrices in the large deviation regime, assuming the random potentials are on the diagonal with a certain decaying factor \(N^{-{\alpha }}\), and the probability law \(\mu \) of the potentials satisfies specific decay assumptions. We investigate two different models, one of which has random matrix behavior at the spectral edge but the other does not. Both the light-tailed regime, i.e., when \(\mu \) has all moments, and the heavy-tailed regime are covered. Precise right tail estimates and a crude left tail estimate are derived. In particular, we show that when the tail \(\mu \) has a certain decay rate, then the top eigenvalue is distributed as the Fréchet law composed with some deterministic functions. The proof relies on computing one-point perturbations of fixed tridiagonal matrices.