Mesoscopic central limit theorem for general \(\beta\)-ensembles
From MaRDI portal
Publication:1633910
DOI10.1214/17-AIHP860zbMath1417.60006arXiv1605.05206OpenAlexW2963893326MaRDI QIDQ1633910
Publication date: 21 December 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.05206
Related Items
Subcritical multiplicative chaos for regularized counting statistics from random matrix theory, Pair dependent linear statistics for CβE, Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices, Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature, Functional central limit theorems for Wigner matrices, The Berry-Esseen theorem for circular \(\beta\)-ensemble, Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime, Local laws and a mesoscopic CLT for β‐ensembles, CLT for fluctuations of \(\beta \)-ensembles with general potential, Local laws and rigidity for Coulomb gases at any temperature, A note on pair-dependent linear statistics with a slowly increasing variance, Applications of mesoscopic CLTs in random matrix theory, Fluctuations of two dimensional Coulomb gases, Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials, On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices, Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices, Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications, Mesoscopic linear statistics of Wigner matrices of mixed symmetry class, Incomplete determinantal processes: from random matrix to Poisson statistics, Rigidity of the three-dimensional hierarchical Coulomb gas, Moderate deviations for linear eigenvalue statistics of β-ensembles, Optimal local law and central limit theorem for \(\beta\)-ensembles
Cites Work
- Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
- Edge universality of beta ensembles
- A CLT for a band matrix model
- Continuum limits of random matrices and the Brownian carousel
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- On the statistical mechanics approach in the random matrix theory: Integrated density of states.
- Mesoscopic fluctuations for unitary invariant ensembles
- Fluctuations of two dimensional Coulomb gases
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- On fluctuations of eigenvalues of random Hermitian matrices.
- Transport maps for \(\beta\)-matrix models and universality
- Mesoscopic eigenvalue statistics of Wigner matrices
- Local density for two-dimensional one-component plasma
- Universality of general \(\beta\)-ensembles
- Fixed Energy Universality for Generalized Wigner Matrices
- Beta ensembles, stochastic Airy spectrum, and a diffusion
- Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Asymptotic distribution of smoothed eigenvalue density. II. Wigner random matrices
- Transport maps for β-matrix models in the multi-cut regime
- Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices
- Change of variables as a method to study general β-models: Bulk universality