Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles (Q2330405)
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scientific article; zbMATH DE number 7120194
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| English | Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles |
scientific article; zbMATH DE number 7120194 |
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Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles (English)
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22 October 2019
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This paper studies the limiting behavior of the eigenvalue of unitary invariant ensembles with Freud-type and uniform convex potentials. The Gaussian fluctuations in the bulk and soft edge cases are obtained, which generalize earlier results in the GUE and unitary invariant ensembles with monomial potentials of even degree.
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Gaussian fluctuations
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moderate deviation principle
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Riemann-Hilbert approach
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unitary invariant ensembles
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0.8132598400115967
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0.792762815952301
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0.7794226408004761
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0.7781575322151184
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0.7722693085670471
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