The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
From MaRDI portal
Publication:1872155
Abstract: We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in the spirit of works by Kac and Spohn.
Recommendations
- A quantitative central limit theorem for linear statistics of random matrix eigenvalues
- Linear functionals of eigenvalues of random matrices
- A CLT for a band matrix model
- Mock-Gaussian behaviour for linear statistics of classical compact groups
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
Cites work
- scientific article; zbMATH DE number 4079797 (Why is no real title available?)
- scientific article; zbMATH DE number 4104160 (Why is no real title available?)
- scientific article; zbMATH DE number 51346 (Why is no real title available?)
- scientific article; zbMATH DE number 1242982 (Why is no real title available?)
- scientific article; zbMATH DE number 5050923 (Why is no real title available?)
- scientific article; zbMATH DE number 3032538 (Why is no real title available?)
- scientific article; zbMATH DE number 3083897 (Why is no real title available?)
- A Combinatorial Lemma and Its Application to Probability Theory
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices
- Asymptotic properties of large random matrices with independent entries
- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- Combinatorial methods in fluctuation theory
- Correlation functions, cluster functions, and spacing distributions for random matrices
- Correlations between eigenvalues of a random matrix
- Distribution functions for random variables for ensembles of positive Hermitian matrices
- Finite-N fluctuation formulas for random matrices
- Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
- Introduction to large truncated Toeplitz matrices
- Level spacings distribution for large random matrices: Gaussian fluctuations
- ON SZEGÖ'S LIMIT THEOREM
- On a theorem of Szegö, Kac, and Baxter
- On fluctuations of eigenvalues of random Hermitian matrices.
- On random matrices from the compact classical groups
- On the Eigenvalues of Random Matrices
- Statistical Field Theory
- The Onsager formula, the Fisher-Hartwig conjecture, and their influence on research into Toeplitz operators.
- The strong Szegö limit theorem
- Toeplitz Determinants with Singular Generating Functions
- Toeplitz and Wiener-Hopf determinants with piecewise continuous symbols
- Toeplitz matrices, translation kernels and a related problem in probability theory
- Zeros of principal \(L\)-functions and random matrix theory
Cited in
(77)- A central limit theorem for the zeroes of the zeta function
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
- Fluctuations of eigenvalues of random normal matrices
- A note on pair-dependent linear statistics with a slowly increasing variance
- Statistics of the zeros of zeta functions in families of hyperelliptic curves over a finite field
- Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
- Linear functionals of eigenvalues of random matrices
- Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble
- The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
- Central limit theorem for linear statistics of eigenvalues of band random matrices
- Gaussian limit for determinantal point processes with \(J\)-Hermitian kernels
- Stein's method and characters of compact Lie groups
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles
- Deviations from the circular law
- Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
- Limit theorems for biorthogonal ensembles and related combinatorial identities
- Bootstrapped zero density estimates and a central limit theorem for the zeros of the zeta function
- Limit theorems on the mesoscopic scale for the Anderson model
- Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes.
- Central limit theorem for the complex eigenvalues of Gaussian random matrices
- Central limit theorem for \(C\beta E\) pair dependent statistics in mesoscopic regime
- Mesoscopic fluctuations for the thinned circular unitary ensemble
- Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
- The method of cumulants for the normal approximation
- Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs
- Mesoscopic fluctuations for unitary invariant ensembles
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices
- A functional CLT for partial traces of random matrices
- Gaussian limit for determinantal random point fields.
- Powers of large random unitary matrices and Toeplitz determinants
- On smooth mesoscopic linear statistics of the eigenvalues of random permutation matrices
- The Berry-Esseen theorem for circular \(\beta\)-ensemble
- Hill's spectral curves and the invariant measure of the periodic KdV equation
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
- Strong Szegő Asymptotics and Zeros of the Zeta‐Function
- Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
- Central limit theorem for linear eigenvalue statistics of elliptic random matrices
- Joint global fluctuations of complex Wigner and deterministic matrices
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- A quantitative central limit theorem for linear statistics of random matrix eigenvalues
- On the logarithmic derivative of characteristic polynomials for random unitary matrices
- The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case
- The central limit problem on locally compact groups
- Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
- Statistics for low-lying zeros of symmetric power L-functions in the level aspect
- A review of conjectured laws of total mass of Bacry-Muzy GMC measures on the interval and circle and their applications
- Mock-Gaussian behaviour for linear statistics of classical compact groups
- On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field
- Local laws and a mesoscopic CLT for β‐ensembles
- Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle
- Pair dependent linear statistics for CβE
- A review of exact results for fluctuation formulas in random matrix theory
- Partial linear eigenvalue statistics for Wigner and sample covariance random matrices
- Eigenvalues of random matrices from compact classical groups in Wasserstein metric
- Limiting laws of linear eigenvalue statistics for Hermitian matrix models
- Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
- Circular unitary ensembles: parametric models and their asymptotic maximum likelihood estimates
- The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios
- Monte Carlo integration of non-differentiable functions on \([0,1]^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)
- Functional limit theorems for random regular graphs
- Central limit theorems for linear statistics of heavy tailed random matrices
- An exact formula for the variance of linear statistics in the one-dimensional jellium model
- On asymptotic behavior of multilinear eigenvalue statistics of random matrices
- A CLT for information-theoretic statistics of Gram random matrices with a given variance profile
- Low-lying zeros of \(L\)-functions with orthogonal symmetry
- On the moments of traces of matrices of classical groups
- A central limit theorem for exchangeable random variables on a locally compact Abelian group
- Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: diluted regime
- Subcritical multiplicative chaos for regularized counting statistics from random matrix theory
- On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
- Large deviations and phase transitions in spectral linear statistics of Gaussian random matrices
- A CLT for information-theoretic statistics of non-centered Gram random matrices
- On Mesoscopic Equilibrium for Linear Statistics in Dyson’s Brownian Motion
- Fluctuations and correlations for products of real asymmetric random matrices
- Gaussian fluctuation for smoothed local correlations in CUE
- Incomplete determinantal processes: from random matrix to Poisson statistics
This page was built for publication: The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1872155)