Level spacings distribution for large random matrices: Gaussian fluctuations

DOI10.2307/121004MaRDI QIDQ1281568zbMATH OpenOpenAlexFDO

Authors A. Soshnikov

Publication date 13 September 2000

Published in Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL http://www.math.princeton.edu/~annals/issues/1998/148_2.html

zbMATH Keywords

distributionmatrixeigenvectorcompact group

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17) Stochastic processes (60G99) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44)

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Cited in

(27)

• Gaussian fluctuation for smoothed local correlations in CUE
• Gaussian fluctuations of eigenvalues in the GUE
• Empirical spacings of unfolded eigenvalues
• Random zeros on complex manifolds: conditional expectations
• Mock-Gaussian behaviour for linear statistics of classical compact groups
• A note on pair-dependent linear statistics with a slowly increasing variance
• Level spacing distributions and the Bessel kernel
• Finite-\(N\) fluctuation formulas for random matrices
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models
• Some Generic Properties of Level Spacing Distributions of 2D Real Random Matrices
• Level crossing in random matrices. II: Random perturbation of a random matrix
• Level spacing for non-monotone Anderson models
• On level spacing distributions for 2D non-normal Gaussian random matrices
• Eigenvalue distributions of random permutation matrices.
• The method of cumulants for the normal approximation
• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• Extreme gaps between eigenvalues of random matrices
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• Asymptotic level spacing distribution for aq-deformed random matrix ensemble
• Spacings in orthogonal and symplectic random matrix ensembles
• The eigenvalue distribution of a random unipotent matrix in its representation on lines
• Critical level-spacing distribution for general boundary conditions
• On the spectral distribution of Gaussian random matrices
• On the Eigenvalues of Random Matrices
• Pair dependent linear statistics for CβE
• Asymptotics of level-spacing distributions for random matrices

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