Local semicircle law and Gaussian fluctuation for Hermite ensemble

DOI10.1360/012011-491MaRDI QIDQ5017702zbMATHOpenAlexFDO

Authors Zhigang Bao, Zhonggen Su

Publication date 17 December 2021

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.3431

zbMATH Keywords

local semicircle lawHermite \(\beta\) ensembletri-diagonal matrix model

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Abstract: Let $$ and consider an $n$-point process $lambd{a}_1,lambd{a}_2,\mathrm{...},lambd{a}_n$ from Hermite $$ ensemble on the real line $mathbbR$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner semicircle law for normalized empirical measures. In this paper we prove that the average number of states in a small interval in the bulk converges in probability when the length of the interval is larger than $sqrtlogn$, i.e., local semicircle law holds. And the number of positive states in $(0,infty)$ is proved to fluctuate normally around its mean $n/2$ with variance like $$. The proofs rely largely on the way invented by Valk$acuteo$ and Vir$acutea$g of counting states in any interval and the classical martingale argument.

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Cited in

(6)

• Local semicircle law for Curie-Weiss type ensembles
• Local semicircle law at the spectral edge for Gaussian \(\beta \)-ensembles
• Poisson statistics for matrix ensembles at large temperature
• A review of exact results for fluctuation formulas in random matrix theory
• Discrete derivative asymptotics of the \(\beta\)-Hermite eigenvalues
• Local semicircle law in the bulk for Gaussian \(\beta \)-ensemble

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