Universality of convergence rate of rightmost eigenvalue of complex IID random matrices

Abstract: Let $X$ be an $n\times n$ matrix with independent and identically distributed (i.i.d.) entries $x_{ij} \stackrel{\text { d }}{=} n^{-1 / 2} \xi$ with $\xi$ being a complex random variable of mean zero and variance one. Let ${\sigma_i}{1\le i\le n}$ be the eigenvalues of $X,$ and $R_n:=\max_i \Re \sigma_i$ and $Z_n$ be some rescaled version of $R_n.$ It was proved that $Z_n$ converges weakly to the Gumbel distribution for iid complex random matrices under certain moment conditions on $\xi.$ We further prove that $$\sup{x\in \mathbb{R}}|\mathbb{P}(Z_n \leq x)-e^{-e^{-x}}|=\frac{25\log \log n}{4e \log n}(1+o(1))$$ and $$ W_1\left(\mathcal{L}(Z_n), \Lambda\right)=\frac{25\log \log n}{4\log n}(1+o(1))$$ for sufficiently large $n$, where $\mathcal{L}(Z_n)$ is the distribution of $Z_n$ and $W_1$ is the Wasserstein distance.