English

Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles

Probability 2019-09-04 v3

Abstract

We study the limiting behavior of the kk-th eigenvalue xkx_k of unitary invariant ensembles with Freud-type and uniform convex potentials. As both kk and nkn-k tend to infinity, we obtain Gaussian fluctuations for xkx_k in the bulk and soft edge cases, respectively. Multi-dimensional central limit theorems, as well as moderate deviations, are also proved. This work generalizes earlier results in the GUE and unitary invariant ensembles with monomial potentials of even degree. In particular, we obtain the precise asymptotics of corresponding Christoffel-Darboux kernels as well.

Keywords

Cite

@article{arxiv.1409.4008,
  title  = {Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles},
  author = {Deng Zhang},
  journal= {arXiv preprint arXiv:1409.4008},
  year   = {2019}
}