Fluctuations of linear eigenvalue statistics of matrix models in the multi-cut regime

DOI10.1007/S10955-013-0740-XzbMATH Open1273.15042arXiv1205.7062OpenAlexW2149106432MaRDI QIDQ359586FDOQ359586

M. V. Shcherbina

Publication date: 12 August 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We study the asymptotic expansion in $n$ for the partition function of $$ matrix models with real analytic potentials in the multi-cut regime up to the $O(n^{-1})$ terms. As a result, we find the limit of the generating functional of linear eigenvalue statistics and the expressions for the expectation and the variance of linear eigenvalue statistics, which in the general case contain the quasi periodic in $n$ terms.

Full work available at URL: https://arxiv.org/abs/1205.7062

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zbMATH Keywords

random matrix theorylinear eigenvalue statistics\(\beta \) matrix models

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (46)

• Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles
• Partition function for multi-cut matrix models
• Rigidity of the three-dimensional hierarchical Coulomb gas
• Asymptotics of the inertia moments and the variance conjecture in Schatten balls
• Universality of mesoscopic fluctuations for orthogonal polynomial ensembles
• Monte Carlo with determinantal point processes
• Fluctuation moments for regular functions of Wigner matrices
• Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions
• Convergence of eigenvalues to the support of the limiting measure in critical β matrix models
• Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
• Asymptotic properties of the density of particles in \(\beta \)-ensembles
• Moderate deviations for linear eigenvalue statistics of β-ensembles
• Fay identities of Pfaffian type for hyperelliptic curves
• 1D log gases and the renormalized energy: crystallization at vanishing temperature
• Limit theorems for biorthogonal ensembles and related combinatorial identities
• The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices
• Transport maps for β-matrix models in the multi-cut regime
• Mesoscopic central limit theorem for general \(\beta\)-ensembles
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• Asymptotics of discrete \(\beta \)-corners processes via two-level discrete loop equations
• Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
• The Berry-Esseen theorem for circular \(\beta\)-ensemble
• Change of variables as a method to study general β-models: Bulk universality
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• Fluctuations of two dimensional Coulomb gases
• Asymptotics for the partition function in two-cut random matrix models
• Large deviation principle for empirical fields of log and Riesz gases
• Joint global fluctuations of complex Wigner and deterministic matrices
• Asymptotic expansion of matrix models in the multi-cut regime
• Law of large numbers and central limit theorems through Jack generating functions
• Fluctuations of \(\beta\)-Jacobi product processes
• Local laws and rigidity for Coulomb gases at any temperature
• Uniform point variance bounds in classical beta ensembles
• Local laws and a mesoscopic CLT for β‐ensembles
• Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
• Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
• A review of exact results for fluctuation formulas in random matrix theory
• CLT for real \(\beta\)-ensembles at high temperature
• Multi-level loop equations for \(\beta\)-corners processes
• CLT for fluctuations of \(\beta \)-ensembles with general potential
• Gaussian fluctuations and free energy expansion for Coulomb gases at any temperature
• Covariance kernel of linear spectral statistics for half-heavy tailed Wigner matrices
• Correlated random matrices: band rigidity and edge universality
• Gaussian asymptotics of discrete \(\beta \)-ensembles
• Disk counting statistics near hard edges of random normal matrices: the multi-component regime
• Incomplete determinantal processes: from random matrix to Poisson statistics

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