How much can the eigenvalues of a random Hermitian matrix fluctuate?

DOI10.1215/00127094-2020-0070zbMath1467.60006arXiv1906.01561MaRDI QIDQ2037879

Tom Claeys, Benjamin Fahs, Christian Webb, Gaultier Lambert

Publication date: 8 July 2021

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.01561

zbMATH Keywords

Gaussian unitary ensemble; Gaussian multiplicative chaos; eigenvalue rigidity; Hermitian random matrices; Riemann-Hilbert asymptotics; Fisher-Hartwig singularities of jump type

Mathematics Subject Classification ID

60G15: Gaussian processes

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

47B35: Toeplitz operators, Hankel operators, Wiener-Hopf operators

60G57: Random measures

15B52: Random matrices (algebraic aspects)

35Q15: Riemann-Hilbert problems in context of PDEs

Uses Software

• DLMF