Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
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Publication:2280536
DOI10.1214/18-AOP1314zbMath1448.60058arXiv1706.10251MaRDI QIDQ2280536
Publication date: 18 December 2019
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.10251
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Classical equilibrium statistical mechanics (general) (82B05) Random matrices (algebraic aspects) (15B52)
Related Items (21)
Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature ⋮ Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime ⋮ The Berry-Esseen theorem for circular \(\beta\)-ensemble ⋮ Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ Asymptotic expansion of matrix models in the multi-cut regime ⋮ Local laws and a mesoscopic CLT for β‐ensembles ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ CLT for fluctuations of \(\beta \)-ensembles with general potential ⋮ CLT for circular beta-ensembles at high temperature ⋮ Local laws and rigidity for Coulomb gases at any temperature ⋮ Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function ⋮ Symmetric function theory and unitary invariant ensembles ⋮ Fluctuations of two dimensional Coulomb gases ⋮ How much can the eigenvalues of a random Hermitian matrix fluctuate? ⋮ Multivariate normal approximation for traces of random unitary matrices ⋮ Asymptotics of the inertia moments and the variance conjecture in Schatten balls ⋮ Moderate deviations for linear eigenvalue statistics of β-ensembles ⋮ The variance of the number of sums of two squares in [inline-graphic 01 [T] in short intervals] ⋮ Optimal local law and central limit theorem for \(\beta\)-ensembles
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