Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
From MaRDI portal
Publication:4592911
Recommendations
- Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
- Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
- scientific article; zbMATH DE number 2205517
- Orthogonal polynomials, Jacobi matrices and random matrices
Cites work
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 558238 (Why is no real title available?)
- scientific article; zbMATH DE number 3244317 (Why is no real title available?)
- A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
- An introduction to random matrices
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
- CLT for linear spectral statistics of Wigner matrices
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
- Cramér large deviation expansions for martingales under Bernstein's condition
- Determinantal processes and independence
- Edge fluctuations of eigenvalues of Wigner matrices
- Fluctations of the empirical law of large random matrices
- Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
- Gaussian fluctuations in complex sample covariance matrices
- Gaussian fluctuations of eigenvalues in the GUE
- Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
- Limiting laws of linear eigenvalue statistics for Hermitian matrix models
- Moderate deviations for the eigenvalue counting function of Wigner matrices
- Moderate deviations via cumulants
- Orthogonal polynomial ensembles in probability theory
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Random matrices: universality of local eigenvalue statistics
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- Rigidity of eigenvalues of generalized Wigner matrices
- The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
Cited in
(7)- The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
- Order statistics of the moduli of the eigenvalues of product random matrices from polynomial ensembles
- The method of cumulants for the normal approximation
- Limiting spectral measures for random matrix ensembles with a polynomial link function
- Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
- Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles
- The volume of simplices in high-dimensional Poisson-Delaunay tessellations
This page was built for publication: Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4592911)
