How much can the eigenvalues of a random Hermitian matrix fluctuate?
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Publication:2037879
DOI10.1215/00127094-2020-0070zbMath1467.60006arXiv1906.01561MaRDI QIDQ2037879
Tom Claeys, Gaultier Lambert, Christian Webb, Benjamin Fahs
Publication date: 8 July 2021
Published in: Duke Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.01561
Gaussian unitary ensemble; Gaussian multiplicative chaos; eigenvalue rigidity; Hermitian random matrices; Riemann-Hilbert asymptotics; Fisher-Hartwig singularities of jump type
60G15: Gaussian processes
60B20: Random matrices (probabilistic aspects)
15A18: Eigenvalues, singular values, and eigenvectors
47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators
60G57: Random measures
15B52: Random matrices (algebraic aspects)
35Q15: Riemann-Hilbert problems in context of PDEs
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