Optimal local law and central limit theorem for -ensembles

DOI10.1007/S00220-022-04311-2MaRDI QIDQ2113501zbMATH OpenOpenAlexWikidataFDO

Authors P. Bourgade, Krishnan Mody, Michel Pain

Publication date 14 March 2022

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.06841

zbMATH Keywords

central limit theoremeigenvalues\(\beta\)-ensembleslog-gasesfluctuations of the particleslogarithmically correlated fields

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical aspects of statistical mechanics (37A60) Generation, random and stochastic difference and differential equations (37H10)

Abstract: In the setting of generic $$-ensembles, we use the loop equation hierarchy to prove a local law with optimal error up to a constant, valid on any scale including microscopic. This local law has the following consequences. (i) The optimal rigidity scale of the ordered particles is of order $(logN)/N$ in the bulk of the spectrum. (ii) Fluctuations of the particles satisfy a central limit theorem with covariance corresponding to a logarithmically correlated field; in particular each particle in the bulk fluctuates on scale $sqrtlogN/N$. (iii) The logarithm of the electric potential also satisfies a logarithmically correlated central limit theorem. Contrary to much progress on random matrix universality, these results do not proceed by comparison. Indeed, they are new for the Gaussian $$-ensembles. By comparison techniques, (ii) and (iii) also hold for Wigner matrices.

Recommendations

• CLT for fluctuations of \(\beta \)-ensembles with general potential
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• Fluctuations of the eigenvalue number in the fixed interval for -models with = 1, 2, 4

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