Mesoscopic Spectral CLT for Block Correlated Random Matrices
From MaRDI portal
Publication:6431345
arXiv2303.17020MaRDI QIDQ6431345FDOQ6431345
Authors: Torben Krüger, Yu. N. Nemish 
Publication date: 29 March 2023
Abstract: For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian orthogonal ensemble, depending on the symmetry class of the model. The main tool used for determining this variance is a two-point version of the matrix-valued Dyson equation, that encodes the asymptotic behavior of the product of resolvents at different spectral parameters.
This page was built for publication: Mesoscopic Spectral CLT for Block Correlated Random Matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6431345)
