Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles (Q2330405)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles |
scientific article |
Statements
Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles (English)
0 references
22 October 2019
0 references
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.
0 references
Gaussian fluctuations
0 references
moderate deviation principle
0 references
Riemann-Hilbert approach
0 references
unitary invariant ensembles
0 references
0 references
0 references
0 references
0 references
0 references
