CLT for fluctuations of -ensembles with general potential
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CLT for fluctuations of \(\beta \)-ensembles with general potential
CLT for fluctuations of \(\beta \)-ensembles with general potential
Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Gaussian processes (60G15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Classical equilibrium statistical mechanics (general) (82B05)
Abstract: We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or -ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the first time, critical cases, and generalizes the previously known results of Johansson, Borot-Guionnet and Shcherbina. In the one-cut regular case, our approach also allows to retrieve a rate of convergence as well as previously known expansions of the free energy to arbitrary order.
Recommendations
- Gaussian Fluctuations for Ensembles
- Mesoscopic central limit theorem for general -ensembles
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- Large deviations for discrete \(\beta\)-ensembles
- Limit theorems for beta-Jacobi ensembles
- Optimal local law and central limit theorem for -ensembles
- A global large deviation principle for discrete -ensembles
- Limit theorems and large deviations for -Jacobi ensembles at scaling temperatures
- Precise asymptotics for beta ensembles
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
Cites work
- 1D log gases and the renormalized energy: crystallization at vanishing temperature
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- Birth of a Cut in Unitary Random Matrix Ensembles
- Change of variables as a method to study general β-models: Bulk universality
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
- Fluctuations of two dimensional Coulomb gases
- Free monotone transport
- Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices
- Generic behavior of the density of states in random matrix theory and equilibrium problems in the presence of real analytic external fields
- Higher-order analogues of the Tracy-Widom distribution and the Painlevé II hierarchy
- Large deviation principle for empirical fields of log and Riesz gases
- Log-gases and random matrices.
- Mesoscopic central limit theorem for general -ensembles
- New results on the equilibrium measure for logarithmic potentials in the presence of an external field
- Next order asymptotics and renormalized energy for Riesz interactions
- On fluctuations of eigenvalues of random Hermitian matrices.
- On the statistical mechanics approach in the random matrix theory: Integrated density of states.
- Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
- Second order asymptotics for matrix models
- The Riemann-Hilbert Approach to Double Scaling Limit of Random Matrix Eigenvalues Near the "Birth of a Cut" Transition
- Transport maps for \(\beta\)-matrix models and universality
- Uniform asymptotics for polynomials orthogonal with respect to varying exponential weights and applications to universality questions in random matrix theory
- Universality of general \(\beta\)-ensembles
- Universality of the double scaling limit in random matrix models
Cited in
(40)- Mesoscopic central limit theorem for general -ensembles
- Large deviation principle for empirical fields of log and Riesz gases
- Fluctuations of two dimensional Coulomb gases
- A functional CLT for partial traces of random matrices
- Mesoscopic central limit theorem for the circular -ensembles and applications
- Spectral fluctuations for Schrödinger operators with a random decaying potential
- Concentration inequality around the thermal equilibrium measure of Coulomb gases
- Asymptotics of the inertia moments and the variance conjecture in Schatten balls
- Optimal local law and central limit theorem for -ensembles
- CLT for non-Hermitian random band matrices with variance profiles
- The Dyson equation with linear self-energy: spectral bands, edges and cusps
- CLT for circular beta-ensembles at high temperature
- Local laws and rigidity for Coulomb gases at any temperature
- Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
- Rigidity of the three-dimensional hierarchical Coulomb gas
- A review of exact results for fluctuation formulas in random matrix theory
- CLT for fluctuations of linear statistics in the sine-beta process
- Symmetric function theory and unitary invariant ensembles
- Moderate deviations for linear eigenvalue statistics of -ensembles
- Uniform point variance bounds in classical beta ensembles
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature
- Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
- The Berry-Esseen theorem for circular \(\beta\)-ensemble
- Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
- Asymptotic expansion of matrix models in the multi-cut regime
- Local laws and a mesoscopic CLT for β‐ensembles
- Generalized transport inequalities and concentration bounds for Riesz-type gases
- CLT for real -ensembles at high temperature
- Gaussian beta ensembles: the perfect freezing transition and its characterization in terms of Beurling-Landau densities
- Sharp commutator estimates of all order for Coulomb and Riesz modulated energies
- Fluctuations around the mean-field limit for attractive Riesz potentials in the moderate regime
- Boundary statistics for the six-vertex model with DWBC
- Asymptotics of Hankel determinants with a multi-cut regular potential and Fisher-Hartwig singularities
- On the maximum of the potential of a general two-dimensional Coulomb gas
- Multi-point functional central limit theorem for Wigner matrices
- Large deviations principles for Coulomb gases at intermediate temperature regime
- Central limit theorem for smooth statistics of one-dimensional free fermions
- Asymptotics of the partition function for -ensembles at high temperature
- Another look at regularity in transport-commutator estimates
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