Fluctuations of rectangular Young diagrams of interlacing Wigner eigenvalues

DOI10.1093/IMRN/RNW330MaRDI QIDQ4619390zbMATH OpenOpenAlexFDO

Authors László Erdős, Dominik Schröder

Publication date 6 February 2019

Published in IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.05163

zbMATH Keywords

central limit theoremPlancherel measureWigner random matrixYoung diagrams

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We prove a new CLT for the difference of linear eigenvalue statistics of a Wigner random matrix $H$ and its minor $hatH$ and find that the fluctuation is much smaller than the fluctuations of the individual linear statistics, as a consequence of the strong correlation between the eigenvalues of $H$ and $hatH$. In particular our theorem identifies the fluctuation of Kerov's rectangular Young diagrams, defined by the interlacing eigenvalues of $H$ and $hatH$, around their asymptotic shape, the Vershik-Kerov-Logan-Shepp curve. This result demonstrates yet another aspect of the close connection between random matrix theory and Young diagrams equipped with the Plancherel measure known from representation theory. For the latter a CLT has been obtained in [18] which is structurally similar to our result but the variance is different, indicating that the analogy between the two models has its limitations. Moreover, our theorem shows that Borodin's result [7] on the convergence of the spectral distribution of Wigner matrices to a Gaussian free field also holds in derivative sense.

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Cited in

(15)

• On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
• Fluctuation around the circular law for random matrices with real entries
• Eigenvector distribution in the critical regime of BBP transition
• Optimal multi-resolvent local laws for Wigner matrices
• Asymptotics of discrete \(\beta \)-corners processes via two-level discrete loop equations
• Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
• Fluctuations of interlacing sequences
• Random matrices with slow correlation decay
• The spectra of principal submatrices in rotationally invariant Hermitian random matrices and the Markov-Krein correspondence
• Rectangular Young tableaux and the Jacobi ensemble
• Discrete derivative asymptotics of the \(\beta\)-Hermite eigenvalues
• Kerov's interlacing sequences and random matrices
• Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
• Functional central limit theorems for Wigner matrices
• A CLT for the difference of eigenvalue statistics of sample covariance matrices

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