Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory

DOI10.1063/1.5006507zbMATH Open1374.60062OpenAlexW2761821892MaRDI QIDQ4592911FDOQ4592911

Authors: Guangming Pan, Shaochen Wang, Wang Zhou 

Publication date: 9 November 2017

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

Full work available at URL: http://hdl.handle.net/10220/44176

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Mathematics Subject Classification ID

Large deviations (60F10) Analysis of variance and covariance (ANOVA) (62J10) Random matrices (probabilistic aspects) (60B20) Functional limit theorems; invariance principles (60F17)

Cites Work

• Rigidity of eigenvalues of generalized Wigner matrices
• Title not available (Why is that?)
• An introduction to random matrices
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models
• The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Orthogonal polynomial ensembles in probability theory
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Random matrices: universality of local eigenvalue statistics
• Determinantal processes and independence
• Moderate deviations via cumulants
• Gaussian fluctuations of eigenvalues in the GUE
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• CLT for linear spectral statistics of Wigner matrices
• Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
• Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
• Gaussian fluctuations in complex sample covariance matrices
• Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Title not available (Why is that?)
• Fluctations of the empirical law of large random matrices
• Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
• Edge fluctuations of eigenvalues of Wigner matrices
• Moderate deviations for the eigenvalue counting function of Wigner matrices
• Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
• Title not available (Why is that?)
• A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
• Cramér large deviation expansions for martingales under Bernstein's condition
• Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices

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

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