Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
Probability
2019-09-04 v3
Abstract
We study the limiting behavior of the -th eigenvalue of unitary invariant ensembles with Freud-type and uniform convex potentials. As both and tend to infinity, we obtain Gaussian fluctuations for 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}
}