Mesoscopic eigenvalue statistics for Wigner-type matrices

DOI10.1214/23-AIHP1438MaRDI QIDQ7010938zbMATH OpenFDO

Authors Volodymyr Riabov

Publication date 19 March 2025

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/23-AIHP1438

zbMATH Keywords

central limit theoremWigner-type matricesmesoscopic eigenvalue statistics

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Cites work

• Applications of mesoscopic CLTs in random matrix theory
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• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
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• Mesoscopic eigenvalue statistics of Wigner matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
• On the convergence of the spectral empirical process of Wigner matrices
• Optimal multi-resolvent local laws for Wigner matrices
• Quadratic vector equations on complex upper half-plane
• Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
• Singularities of solutions to quadratic vector equations on the complex upper half-plane
• The local semicircle law for a general class of random matrices
• The matrix Dyson equation and its applications for random matrices
• Thermalisation for Wigner matrices
• Universality for general Wigner-type matrices

Cited in

(2)

• Mesoscopic spectral CLT for block correlated random matrices
• Linear eigenvalue statistics at the cusp

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