Tracy–Widom limit conjecture for the centered statistic
Tracy–Widom limit conjecture for the centered statistic
Let be the statistic in the separability test, and let and be the quantities defined in the paper's equation (sec4.3.eq3). Let denote the Tracy–Widom distribution of type 1. Tracy–Widom limit conjecture. Under the same conditions as in Theorem sec4.3.thm1,
The conjecture proposes replacing the random centering by the deterministic quantity in the asymptotic null distribution. It is motivated by convergence of to in probability and empirical evidence, but remains unproved in the cited context.
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Sources & referencesView supporting material
Primary source
Bongjung Sung and Peter D. Hoff, “Testing Separability of High-Dimensional Covariance Matrices”, arXiv:2506.17463 (2026).
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