A review of exact results for fluctuation formulas in random matrix theory (Q2693374)

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English	A review of exact results for fluctuation formulas in random matrix theory	scientific article

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scholarly article

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A review of exact results for fluctuation formulas in random matrix theory (English)

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Probability Surveys

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publication date

20 March 2023

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full work available at URL

https://arxiv.org/abs/2204.03303

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https://projecteuclid.org/journals/probability-surveys/volume-20/issue-none/A-review-of-exact-results-for-fluctuation-formulas-in-random/10.1214/23-PS15.full

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zbMATH Keywords

fluctuation formulas

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linear statistics

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random matrices

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Peter J. Forrester

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MaRDI profile type

MaRDI publication profile

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Fluctuation and entropy in spectrally constrained random fields

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The elliptic Ginibre ensemble: A unifying approach to local and global statistics for higher dimensions

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Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law

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PROPERTIES OF LOOP EQUATIONS FOR THE HERMITIAN MATRIX MODEL AND FOR TWO-DIMENSIONAL QUANTUM GRAVITY

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Szegő type asymptotics for the reproducing kernel in spaces of full-plane weighted polynomials

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Random normal matrices and Ward identities

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Finite-\(N\) fluctuation formulas for random matrices

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CLT for linear spectral statistics of large-dimensional sample covariance matrices.

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On the convergence of the spectral empirical process of Wigner matrices

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Central limit theorem for partial linear eigenvalue statistics of Wigner matrices

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Local semicircle law and Gaussian fluctuation for Hermite &lt;italic&gt;&beta;&lt;/italic&gt; ensemble

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CLT for Linear Spectral Statistics of Hermitian Wigner Matrices with General Moment Conditions

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Asymptotic expansions based on smooth functions in the central limit theorem

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A Brief History of the Strong Szegö Limit Theorem

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Determinants of Airy operators and applications to random matrices

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CLT for fluctuations of \(\beta \)-ensembles with general potential

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Global fluctuations in general \(\beta \) Dyson's Brownian motion

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Mesoscopic fluctuations for the thinned circular unitary ensemble

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Characterization of Chaotic Quantum Spectra and Universality of Level Fluctuation Laws

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Around the circular law

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Finite Size Effects for Spacing Distributions in Random Matrix Theory: Circular Ensembles and Riemann Zeros

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CLT for spectra of submatrices of Wigner random matrices

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General β-Jacobi Corners Process and the Gaussian Free Field

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Gaussian asymptotics of discrete \(\beta \)-ensembles

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The Ginibre ensemble of real random matrices and its scaling limits

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Asymptotic expansion of \(\beta \) matrix models in the one-cut regime

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Optimal local law and central limit theorem for \(\beta\)-ensembles

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Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices

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Random Matrix Theory with an External Source

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The uses of the refined matrix model recursion

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Fluctuations of particle systems determined by Schur generating functions

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Fluctations of the empirical law of large random matrices

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Asymptotics of determinants with a rotation-invariant weight and discontinuities along circles

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On the linear statistics of Hermitian random matrices

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Fluctuations in the spectrum of non-Hermitian i.i.d. matrices

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Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices

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Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices

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Fluctuation around the circular law for random matrices with real entries

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Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices

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A unified fluctuation formula for one-cut<i>β</i>-ensembles of random matrices

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Schwinger–Dyson and loop equations for a product of square Ginibre random matrices

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Linear functionals of eigenvalues of random matrices

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LAUGHLIN'S WAVE FUNCTIONS, COULOMB GASES AND EXPANSIONS OF THE DISCRIMINANT

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Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions

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On global fluctuations for non-colliding processes

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Global fluctuations for multiple orthogonal polynomial ensembles

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Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models

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Spectra of overlapping Wishart matrices and the Gaussian free field

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Statistical Theory of the Energy Levels of Complex Systems. I

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A Brownian-Motion Model for the Eigenvalues of a Random Matrix

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The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics

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Statistical Theory of the Energy Levels of Complex Systems. IV

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Correlations between eigenvalues of a random matrix

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The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law

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How Many Eigenvalues of a Random Matrix are Real?

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Universality of Wigner random matrices: a survey of recent results

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Global fluctuation formulas and universal correlations for random matrices and log-gas systems at infinite density

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Fluctuation formula for complex random matrices

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The averaged characteristic polynomial for the Gaussian and chiral Gaussian ensembles with a source

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Meet Andréief, Bordeaux 1886, and Andreev, Kharkov 1882–1883

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Differential identities for the structure function of some random matrix ensembles

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Circulant L-ensembles in the thermodynamic limit

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Applications and generalizations of Fisher–Hartwig asymptotics

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Exact statistical properties of the zeros of complex random polynomials

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TWO-DIMENSIONAL ONE-COMPONENT PLASMA IN A QUADRUPOLAR FIELD

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Analytic properties of the structure function for the one-dimensional one-component log-gas.

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Finite-size corrections in random matrix theory and Odlyzko’s dataset for the Riemann zeros

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The classical <i>β</i>-ensembles with <i>β</i> proportional to 1/<i>N</i>: From loop equations to Dyson’s disordered chain

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Large <i>N</i> expansions for the Laguerre and Jacobi <i>β</i>-ensembles from the loop equations

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Muttalib-Borodin ensembles in random matrix theory -- realisations and correlation functions

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Almost Hermitian Random Matrices: Crossover from Wigner-Dyson to Ginibre Eigenvalue Statistics

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Fluctuations, large deviations and rigidity in hyperuniform systems: a brief survey

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Statistical Ensembles of Complex, Quaternion, and Real Matrices

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Distribution of linear statistics of singular values of the product of random matrices

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Gaussian fluctuations for products of random matrices

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General truncated linear statistics for the top eigenvalues of random matrices

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Truncated linear statistics associated with the top eigenvalues of random matrices

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Chaotic analytic zero points: exact statistics for those of a random spin state

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CLT for circular beta-ensembles at high temperature

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Mesoscopic eigenvalue statistics of Wigner matrices

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Linear birth and death models and associated Laguerre and Meixner polynomials

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Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices

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Classical Coulomb systems: Screening and correlations revisited.

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Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices

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On random matrices from the compact classical groups

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On fluctuations of eigenvalues of random Hermitian matrices.

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Asymptotic properties of large random matrices with independent entries

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Gaussian Fluctuations for Ensembles

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Random matrix products: universality and least singular values

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Limit theorems for biorthogonal ensembles and related combinatorial identities

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Quantitative normal approximation of linear statistics of \(\beta \)-ensembles

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Fluctuations of two dimensional Coulomb gases

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Central limit theorem for the heat kernel measure on the unitary group

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Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

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Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices

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From Steiner formulas for cones to concentration of intrinsic volumes

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Statistical Theory of the Energy Levels of Complex Systems. V

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Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel

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Second order cumulants of products

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Resolvents and Seiberg-Witten representation for a Gaussian \(\beta\)-ensemble

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Dynamical correlations for circular ensembles of random matrices

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Gaussian fluctuations for linear spectral statistics of large random covariance matrices

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Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs

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Central limit theorem for linear eigenvalue statistics of elliptic random matrices

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On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries

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Eigenvalue correlations in the circular ensembles

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The Noise in the Circular Law and the Gaussian Free Field

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Large systems with Coulomb interactions: variational study and statistical mechanics

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Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices

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Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime

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On fluctuations of eigenvalues of random band matrices

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The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities

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Correlation functions, cluster functions, and spacing distributions for random matrices

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Beta Jacobi ensembles and associated Jacobi polynomials

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A Census of Slicings

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The strong limits of random matrix spectra for sample matrices of independent elements

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Characteristic vectors of bordered matrices with infinite dimensions

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Moments of the Gaussian β ensembles and the large-<i>N</i> expansion of the densities

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Loop equation analysis of the circular \(\beta\) ensembles

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Identifiers

10.1214/23-PS15

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2693374

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