Gaussian fluctuations of eigenvalues in the GUE
From MaRDI portal
Publication:1775909
DOI10.1016/j.anihpb.2004.04.002zbMath1073.60020arXivmath/0401076OpenAlexW3102880059MaRDI QIDQ1775909
Publication date: 4 May 2005
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0401076
Related Items
Free energy fluctuations of the two-spin spherical SK model at critical temperature ⋮ Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities ⋮ Optimal bounds for convergence of expected spectral distributions to the semi-circular law ⋮ Extreme gaps between eigenvalues of Wigner matrices ⋮ Glass-like transition described by toppling of stability hierarchy* ⋮ Global rigidity and exponential moments for soft and hard edge point processes ⋮ Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials ⋮ Enhanced Wegner and Minami estimates and eigenvalue statistics of random Anderson models at spectral edges ⋮ Central limit theorem for random partitions under the Plancherel measure ⋮ Duality in a hyperbolic interaction model integrable even in a strong confinement: multi-soliton solutions and field theory ⋮ Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble ⋮ Local semicircle law under weak moment conditions ⋮ EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES ⋮ Fluctuations of the overlap at low temperature in the 2-spin spherical SK model ⋮ The asymptotic distribution of a single eigenvalue gap of a Wigner matrix ⋮ Mesoscopic eigenvalue density correlations of Wigner matrices ⋮ On fluctuations of Riemann's zeta zeros ⋮ Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices ⋮ Uniform point variance bounds in classical beta ensembles ⋮ Upper bounds for the maximum deviation of the Pearcey process ⋮ Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory ⋮ Universal cutoff for Dyson Ornstein Uhlenbeck process ⋮ Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble ⋮ Concentration of empirical distribution functions with applications to non-i.i.d. models ⋮ The Wasserstein distance to the circular law ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime ⋮ Single eigenvalue fluctuations of general Wigner-type matrices ⋮ Random covariance matrices: universality of local statistics of eigenvalues ⋮ On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures ⋮ Universality of random matrices and local relaxation flow ⋮ Eigenvector distribution of Wigner matrices ⋮ Rate of convergence to the semi-circular law ⋮ 90 years of the Lindeberg method ⋮ Edge universality of beta ensembles ⋮ Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices ⋮ Universality of general \(\beta\)-ensembles ⋮ Random matrix theory in statistics: a review ⋮ Local central limit theorem for determinantal point processes ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ The limiting characteristic polynomial of classical random matrix ensembles ⋮ Large deviations of the maximal eigenvalue of random matrices ⋮ Large deviations of the shifted index number in the Gaussian ensemble ⋮ Gap universality of generalized Wigner and \(\beta\)-ensembles ⋮ Local Semicircle Law under Moment Conditions: The Stieltjes Transform, Rigidity, and Delocalization ⋮ Applications of mesoscopic CLTs in random matrix theory ⋮ Bulk eigenvalue fluctuations of sparse random matrices ⋮ The spectral edge of unitary Brownian motion ⋮ Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case ⋮ On eigenvalues of the sum of two random projections ⋮ Random matrices: universality of local eigenvalue statistics ⋮ Gaussian fluctuations of eigenvalues in Wigner random matrices ⋮ A rate of convergence for the circular law for the complex Ginibre ensemble ⋮ Rectangular Young tableaux and the Jacobi ensemble ⋮ Gaussian fluctuations of the determinant of Wigner matrices ⋮ Gaussian fluctuations of Young diagrams under the Plancherel measure ⋮ How much can the eigenvalues of a random Hermitian matrix fluctuate? ⋮ Bulk properties of the Airy line ensemble ⋮ Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs ⋮ Spectral Properties of Wigner Matrices ⋮ Near-extreme eigenvalues and the first gap of Hermitian random matrices ⋮ Gaussian fluctuations of eigenvalues in log-gas ensemble: bulk case. I ⋮ Bounds for the Stieltjes transform and the density of states of Wigner matrices ⋮ Self-similarity in the circular unitary ensemble ⋮ Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach ⋮ Optimal delocalization for generalized Wigner matrices ⋮ Eigenvector distribution in the critical regime of BBP transition ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ Some connections between the classical Calogero-Moser model and the log-gas ⋮ Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles ⋮ Local semicircle law under fourth moment condition ⋮ Transition distributions of Young diagrams under periodically weighted Plancherel measures ⋮ RANDOM MATRICES: SHARP CONCENTRATION OF EIGENVALUES ⋮ Eigenvalue rigidity for truncations of random unitary matrices ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity ⋮ On Cramér-von Mises statistic for the spectral distribution of random matrices ⋮ Dynamical and quenched random matrices and homolumo gap ⋮ Optimal local law and central limit theorem for \(\beta\)-ensembles