Applications of mesoscopic CLTs in random matrix theory
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Abstract: We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on the behavior of single eigenvalues of Wigner matrices and -ensembles. Among the results we obtain are the Gaussian fluctuations of single eigenvalues for Wigner matrices (without an assumption of 4 matching moments) and classical -ensembles (), Gaussian fluctuations of the eigenvalue counting function, and an asymptotic expansion up to order for the expected value of eigenvalues in the bulk of the spectrum. The latter result solves a conjecture of Tao and Vu.
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Cites work
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Cited in
(21)- Gaussian fluctuations of the determinant of Wigner matrices
- Mesoscopic linear statistics of Wigner matrices of mixed symmetry class
- Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
- Spherical Sherrington-Kirkpatrick model for deformed Wigner matrix with fast decaying edges
- Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
- Central limit theorem for linear spectral statistics of block-Wigner-type matrices
- Extreme gaps between eigenvalues of Wigner matrices
- Subgraph distributions in dense random regular graphs
- Universality of random matrices and local relaxation flow
- Quantitative CLT for linear eigenvalue statistics of Wigner matrices
- Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
- Single eigenvalue fluctuations of general Wigner-type matrices
- On the spectral form factor for random matrices
- Replica-symmetry breaking transitions in the large deviations of the ground-state of a spherical spin-glass
- Optimal local law and central limit theorem for \(\beta\)-ensembles
- An edge CLT for the log determinant of Wigner ensembles
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- Functional central limit theorems for Wigner matrices
- Linear spectral statistics of eigenvectors of anisotropic sample covariance matrices
- Mean field spin Glass models under weak external field
- On Cramér-von Mises statistic for the spectral distribution of random matrices
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