On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion

DOI10.1090/memo/1222zbMath1435.60004arXiv1312.4295OpenAlexW2963161801WikidataQ129379442 ScholiaQ129379442MaRDI QIDQ4645889

Maurice Duits, Kurt Johansson

Publication date: 11 January 2019

Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.4295

zbMATH Keywords

random matricescentral limit theoremsmesoscopic scalelinear statisticsDyson's Brownian motionPoisson initial conditions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) (L^p)-limit theorems (60F25)

Related Items (20)

Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes ⋮ Gaussian fluctuations for products of random matrices ⋮ The phase transition in the ultrametric ensemble and local stability of Dyson Brownian motion ⋮ Mesoscopic fluctuations for the thinned circular unitary ensemble ⋮ On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices ⋮ Limit theorems on the mesoscopic scale for the Anderson model ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles ⋮ Functional central limit theorems for Wigner matrices ⋮ Dyson Brownian motion for general \(\beta\) and potential at the edge ⋮ Fixed energy universality of Dyson Brownian motion ⋮ Non-ergodic delocalization in the Rosenzweig-Porter model ⋮ Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials ⋮ Spectral curves, variational problems and the Hermitian matrix model with external source ⋮ Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices ⋮ 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 linear statistics of Wigner matrices of mixed symmetry class ⋮ Incomplete determinantal processes: from random matrix to Poisson statistics ⋮ Universality of mesoscopic fluctuations for orthogonal polynomial ensembles

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
• Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
• The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
• Fluctuations of eigenvalues of random normal matrices
• Rigidity of eigenvalues of generalized Wigner matrices
• Global fluctuations in general \(\beta \) Dyson's Brownian motion
• Orthogonal polynomial ensembles in probability theory
• Determinantal processes and independence
• Transitions toward quantum chaos: with supersymmetry from Poisson to Gauss
• Correlations for the circular Dyson Brownian motion model with Poisson initial conditions
• Biorthogonal ensembles
• Mesoscopic fluctuations for unitary invariant ensembles
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• Determinantal probability measures
• Asymptotic fluctuations of a particle system with singular interaction.
• On fluctuations of eigenvalues of random Hermitian matrices.
• The Altshuler-Shklovskii formulas for random band matrices. II: The general case
• Mesoscopic eigenvalue statistics of Wigner matrices
• Universality for certain Hermitian Wigner matrices under weak moment conditions
• The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case
• Determinantal random point fields
• Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
• Course 1 Random matrices and determinantal processes
• An Introduction to Random Matrices
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Spectral correlations in the crossover between GUE and Poisson regularity: On the identification of scales
• Asymptotic distribution of smoothed eigenvalue density. II. Wigner random matrices
• Universality of local spectral statistics of random matrices
• Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices
• Fluctations of the empirical law of large random matrices
• Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices

This page was built for publication: On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion