Mesoscopic eigenvalue statistics of Wigner matrices
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Abstract: We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, i.e. scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.
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(58)- Single eigenvalue fluctuations of general Wigner-type matrices
- Independence of linear spectral statistics and the point process at the edge of Wigner matrices
- Optimal lower bound on eigenvector overlaps for non-Hermitian random matrices
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
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- Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
- Mesoscopic central limit theorem for non-Hermitian random matrices
- Asymptotic freeness through unitaries generated by polynomials of Wigner matrices
- Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs
- Random matrices with slow correlation decay
- Mesoscopic central limit theorem for general \(\beta\)-ensembles
- Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
- Functional CLT for non-Hermitian random matrices
- Fixed energy universality of Dyson Brownian motion
- Central limit theorem for linear spectral statistics of block-Wigner-type matrices
- Bandwidth statistics from the eigenvalue moments for the Harper-Hofstadter problem
- Applications of mesoscopic CLTs in random matrix theory
- Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
- Mesoscopic linear statistics of Wigner matrices of mixed symmetry class
- Eigenstate thermalization hypothesis for Wigner matrices
- Rank-uniform local law for Wigner matrices
- Mesoscopic fluctuations for the thinned circular unitary ensemble
- On the rightmost eigenvalue of non-Hermitian random matrices
- Mesoscopic eigenvalue density correlations of Wigner matrices
- Fluctuations for differences of linear eigenvalue statistics for sample covariance matrices
- Bulk eigenvalue fluctuations of sparse random matrices
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- Incomplete determinantal processes: from random matrix to Poisson statistics
- Eigenvalues for the minors of Wigner matrices
- Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials
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- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs
- Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
- Local law and Tracy-Widom limit for sparse random matrices
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- Lamb shift statistics in mesoscopic quantum ensembles
- Optimal multi-resolvent local laws for Wigner matrices
- Small deviation estimates for the largest eigenvalue of Wigner matrices
- Pair dependent linear statistics for CβE
- Dyson Brownian motion for general \(\beta\) and potential at the edge
- Dynamics of a rank-one perturbation of a Hermitian matrix
- Equipartition principle for Wigner matrices
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- Mesoscopic fluctuations for unitary invariant ensembles
- Functional central limit theorems for Wigner matrices
- Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices
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