Gaussian fluctuations of eigenvalues in the GUE
From MaRDI portal
Publication:1775909
Abstract: Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both k and n-k tends to infinity as n tends to infinity then x_k is normally distributed in the limit. We also consider the joint limit distribution of x_k_1 < ... < x_k_m where we require that k_1, k_{i+1}-k_i and n-k_m, i=1..m-1, tends to infinity with n. The result is an m-dimensional Normal Distribution.
Recommendations
- Gaussian fluctuations of eigenvalues in Wigner random matrices
- Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
- Level spacings distribution for large random matrices: Gaussian fluctuations
- Gaussian fluctuations in complex sample covariance matrices
- Generalized Gaussian random unitary matrices ensemble
Cited in
(94)- Transition distributions of Young diagrams under periodically weighted Plancherel measures
- The limiting characteristic polynomial of classical random matrix ensembles
- Hessian eigenvalue distribution in a random Gaussian landscape
- Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
- Eigenvector distribution of Wigner matrices
- A rate of convergence for the circular law for the complex Ginibre ensemble
- 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
- Optimal delocalization for generalized Wigner matrices
- Eigenvector distribution in the critical regime of BBP transition
- 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
- Optimal local law and central limit theorem for -ensembles
- Extreme gaps between eigenvalues of Wigner matrices
- Global rigidity and exponential moments for soft and hard edge point processes
- Fluctuations of the overlap at low temperature in the 2-spin spherical SK model
- Mesoscopic eigenvalue density correlations of Wigner matrices
- Applications of mesoscopic CLTs in random matrix theory
- Bulk eigenvalue fluctuations of sparse random matrices
- Gaussian fluctuations of the determinant of Wigner matrices
- Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
- Some connections between the classical Calogero-Moser model and the log-gas
- Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
- 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
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- Universality of general \(\beta\)-ensembles
- Random matrix theory in statistics: a review
- Gaussian fluctuations of eigenvalues of random Hermitian matrices associated with fixed and varying weights
- Self-similarity in the circular unitary ensemble
- Random matrices: sharp concentration of eigenvalues
- Eigenvalue variance bounds for Wigner and covariance random matrices
- Optimal bounds for convergence of expected spectral distributions to the semi-circular law
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
- Large deviations of the maximal eigenvalue of random matrices
- Large deviations of the shifted index number in the Gaussian ensemble
- Local semicircle law under weak moment conditions
- The singular values of the gue (less is more)
- The asymptotic distribution of a single eigenvalue gap of a Wigner matrix
- On fluctuations of Riemann's zeta zeros
- Random covariance matrices: universality of local statistics of eigenvalues
- scientific article; zbMATH DE number 2050995 (Why is no real title available?)
- scientific article; zbMATH DE number 2050996 (Why is no real title available?)
- 90 years of the Lindeberg method
- Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
- Edge universality of beta ensembles
- Local semicircle law under moment conditions: the Stieltjes transform, rigidity, and delocalization
- Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices
- Local central limit theorem for determinantal point processes
- Gap universality of generalized Wigner and \(\beta\)-ensembles
- Glass-like transition described by toppling of stability hierarchy
- Duality in a hyperbolic interaction model integrable even in a strong confinement: multi-soliton solutions and field theory
- Rectangular Young tableaux and the Jacobi ensemble
- On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures
- Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
- Asymptotic independence of the extreme eigenvalues of Gaussian unitary ensemble
- Dynamical and quenched random matrices and homolumo gap
- Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials
- Random matrices: universality of local eigenvalue statistics
- Gaussian fluctuations of Young diagrams under the Plancherel measure
- Eigenvalue rigidity for truncations of random unitary matrices
- Free energy fluctuations of the two-spin spherical SK model at critical temperature
- Uniform point variance bounds in classical beta ensembles
- Upper bounds for the maximum deviation of the Pearcey process
- Universal cutoff for Dyson Ornstein Uhlenbeck process
- Extremal statistics of quadratic forms of GOE/GUE eigenvectors
- Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
- The Wasserstein distance to the circular law
- Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
- Single eigenvalue fluctuations of general Wigner-type matrices
- Concentration of empirical distribution functions with applications to non-i.i.d. models
- Universality of random matrices and local relaxation flow
- Asymptotic independence in the spectrum of the Gaussian unitary ensemble
- Crossover in densities of confined particles with finite range of interaction
- Spin glass to paramagnetic transition and triple point in spherical SK model
- Toeplitz determinants with a one-cut regular potential and Fisher-Hartwig singularities. I: Equilibrium measure supported on the unit circle
- Rigidity of eigenvalues of generalized Wigner matrices
- The spectral edge of unitary Brownian motion
- Extremal eigenvalue correlations in the GUE minor process and a law of fractional logarithm
- Gaussian beta ensembles: the perfect freezing transition and its characterization in terms of Beurling-Landau densities
- On the distribution of eigenvalues of GUE and its minors at fixed index
- On eigenvalues of the sum of two random projections
- Cumulants and large deviations for the linear statistics of the one-dimensional trapped Riesz gas
- Free energy fluctuations of the bipartite spherical SK model at critical temperature
- Fluctuations of Schensted row insertion
- 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
- Convergence and asymptotic approximations to universal distributions in probability
- Local semicircle law under fourth moment condition
- Asymptotics of Muttalib-Borodin determinants with Fisher-Hartwig singularities
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
- Gaussian fluctuations of eigenvalues in Wigner random matrices
This page was built for publication: Gaussian fluctuations of eigenvalues in the GUE
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1775909)
