Limit theorems for biorthogonal ensembles and related combinatorial identities

DOI10.1016/J.AIM.2017.12.025zbMath1395.60007arXiv1511.06121OpenAlexW2275999301MaRDI QIDQ1744556

Gaultier Lambert

Publication date: 23 April 2018

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.06121

zbMATH Keywords

law of large numberscentral limit theoremcumulant methodbiorthogonal ensembles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (16)

Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities ⋮ The method of cumulants for the normal approximation ⋮ Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes ⋮ The Berry-Esseen theorem for circular \(\beta\)-ensemble ⋮ Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Mesoscopic fluctuations for unitary invariant ensembles ⋮ Spectral curves, variational problems and the Hermitian matrix model with external source ⋮ Quantitative normal approximation of linear statistics of \(\beta \)-ensembles ⋮ Limiting empirical spectral distribution for products of rectangular matrices ⋮ On words of non-Hermitian random matrices ⋮ Relations between generalised Wishart matrices, the Muttalib-Borodin model and matrix spherical functions ⋮ Spectral fluctuations for Schrödinger operators with a random decaying potential ⋮ Global fluctuations for multiple orthogonal polynomial ensembles ⋮ A vector Riemann-Hilbert approach to the Muttalib-Borodin ensembles ⋮ Incomplete determinantal processes: from random matrix to Poisson statistics

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