Single eigenvalue fluctuations of general Wigner-type matrices
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Publication:6186491
DOI10.1007/S00440-022-01181-6arXiv2105.01178OpenAlexW3157836816MaRDI QIDQ6186491FDOQ6186491
Authors: B. Landon, Patrick Lopatto, Philippe Sosoe 
Publication date: 9 January 2024
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Abstract: We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue around its classical location are Gaussian with a universal variance. Our method is based on a dynamical approach to mesoscopic linear spectral statistics which reduces their behavior on short scales to that on larger scales. We prove a central limit theorem for linear spectral statistics on larger scales via resolvent techniques and show that for certain classes of test functions, the leading-order contribution to the variance agrees with the GOE/GUE cases.
Full work available at URL: https://arxiv.org/abs/2105.01178
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