Moderate deviations for linear eigenvalue statistics of -ensembles
DOI10.1142/S2010326322500174zbMATH Open1490.60061OpenAlexW3183875578MaRDI QIDQ5863546FDOQ5863546
Authors: Jianyong Mu, Fuqing Gao
Publication date: 1 June 2022
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s2010326322500174
Recommendations
- Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)
- Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles
- Mesoscopic central limit theorem for general \(\beta\)-ensembles
- Near-extreme eigenvalues in the beta-ensembles
- Moderate deviations for the eigenvalue counting function of Wigner matrices
Large deviations (60F10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Classical equilibrium statistical mechanics (general) (82B05)
Cites Work
- Log-gases and random matrices.
- Matrix models for beta ensembles
- Title not available (Why is that?)
- An introduction to random matrices
- Title not available (Why is that?)
- Large deviations techniques and applications.
- Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
- Large-\(N\) asymptotic expansion for mean field models with Coulomb gas interaction
- Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- On fluctuations of eigenvalues of random Hermitian matrices.
- A CLT for a band matrix model
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
- Gaussian fluctuations for linear spectral statistics of large random covariance matrices
- Gaussian asymptotics of discrete \(\beta \)-ensembles
- Second order asymptotics for matrix models
- Change of variables as a method to study general β-models: Bulk universality
- Linear functionals of eigenvalues of random matrices
- On the statistical mechanics approach in the random matrix theory: Integrated density of states.
- Fluctuations of eigenvalues of random normal matrices
- Mesoscopic central limit theorem for general \(\beta\)-ensembles
- Mesoscopic fluctuations for unitary invariant ensembles
- CLT for fluctuations of \(\beta \)-ensembles with general potential
- Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
Cited In (3)
- Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
- Linear statistics of the circular \(\beta\)-ensemble, Stein's method, and circular Dyson Brownian motion
- Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)
This page was built for publication: Moderate deviations for linear eigenvalue statistics of \(\beta\)-ensembles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5863546)