An edge CLT for the log determinant of Laguerre beta ensembles
Probability
2023-07-07 v4
Abstract
We obtain a CLT for where is a scaled Laguerre ensemble and with denoting the upper edge of the limiting spectrum of and a slowly growing function (). In the special cases of LUE and LOE, we prove that the CLT also holds for 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.
Keywords
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