English

An edge CLT for the log determinant of Laguerre beta ensembles

Probability 2023-07-07 v4

Abstract

We obtain a CLT for logdet(Mnsn)\log|\det(M_n-s_n)| where MnM_n is a scaled Laguerre β\beta ensemble and sn=d++σnn2/3s_n=d_++\sigma_n n^{-2/3} with d+d_+ denoting the upper edge of the limiting spectrum of MnM_n and σn\sigma_n a slowly growing function (loglog2nσnlog2n\log\log^2 n\ll\sigma_n\ll\log^2 n). In the special cases of LUE and LOE, we prove that the CLT also holds for σn\sigma_n of constant order. A similar result was proved for Wigner matrices by Johnstone, Klochkov, Onatski, and Pavlyshyn. Obtaining this type of CLT of Laguerre matrices is of interest for statistical testing of critically spiked sample covariance matrices as well as free energy of bipartite spherical spin glasses at critical temperature.

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Cite

@article{arxiv.2209.03271,
  title  = {An edge CLT for the log determinant of Laguerre beta ensembles},
  author = {Elizabeth Collins-Woodfin and Han Gia Le},
  journal= {arXiv preprint arXiv:2209.03271},
  year   = {2023}
}

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45 pages