Mesoscopic fluctuations for unitary invariant ensembles

DOI10.1214/17-EJP120zbMath1387.60012arXiv1510.03641MaRDI QIDQ1748908

Gaultier Lambert

Publication date: 15 May 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.03641

zbMATH Keywords

central limit theoremuniversalityunitary invariant ensemblessine processasymptotics of Christoffel-Darboux kernels

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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