Applications of mesoscopic CLTs in random matrix theory
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Publication:2240474
DOI10.1214/20-AAP1572zbMATH Open1476.60052arXiv1811.05915MaRDI QIDQ2240474FDOQ2240474
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1811.05915
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Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)
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Cited In (20)
- Gaussian fluctuations of the determinant of Wigner matrices
- Mesoscopic linear statistics of Wigner matrices of mixed symmetry class
- Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
- Spherical Sherrington-Kirkpatrick model for deformed Wigner matrix with fast decaying edges
- 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
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- Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
- Single eigenvalue fluctuations of general Wigner-type matrices
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- Replica-symmetry breaking transitions in the large deviations of the ground-state of a spherical spin-glass
- An edge CLT for the log determinant of Wigner ensembles
- Optimal local law and central limit theorem for \(\beta\)-ensembles
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- 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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