Gaussian Fluctuations for Ensembles

DOI10.1093/IMRN/RNN007MaRDI QIDQ3515987zbMATH OpenOpenAlexFDO

Authors Rowan Killip

Publication date 30 July 2008

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

Full work available at URL https://arxiv.org/abs/math/0703140

zbMATH Keywords

\(\beta\)-ensemblesGaussian fluctuations

Mathematics Subject Classification ID

Gaussian processes (60G15) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

Abstract: We study the Circular and Jacobi $$-Ensembles and prove Gaussian fluctuations for the number of points in one or more intervals in the macroscopic scaling limit.

Cited in

(27)

• CLT for fluctuations of \(\beta \)-ensembles with general potential
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
• Spectral fluctuations for Schrödinger operators with a random decaying potential
• Fluctuations of \(\beta\)-Jacobi product processes
• Limit theorems for \(\beta\)-Laguerre and \(\beta\)-Jacobi ensembles
• Some martingales associated with multivariate Jacobi processes and Aomoto's Selberg integral
• Gaussian asymptotics of discrete \(\beta \)-ensembles
• Fluctuation of density of states for 1d Schrödinger operators
• A review of exact results for fluctuation formulas in random matrix theory
• Limit theorems for beta-Jacobi ensembles
• A central limit theorem for the determinant of a Wigner matrix
• Local central limit theorem for determinantal point processes
• Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles
• Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
• Limit theorems for orthogonal polynomials related to circular ensembles
• Limits for circular Jacobi beta-ensembles
• Moments of traces of circular beta-ensembles
• Uniform point variance bounds in classical beta ensembles
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• Freezing limits for Calogero–Moser–Sutherland particle models
• The Berry-Esseen theorem for circular \(\beta\)-ensemble
• Power spectra of Dyson's circular ensembles
• On the extremal eigenvalues of Jacobi ensembles at zero temperature
• The scaling limit of the critical one-dimensional random Schrödinger operator
• Limit theorems for Jacobi ensembles with large parameters
• Continuum limits of random matrices and the Brownian carousel
• Global fluctuations in general \(\beta \) Dyson's Brownian motion

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