English

Linear Eigenvalue Statistics at the Cusp

Probability 2023-08-25 v4

Abstract

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear eigenvalue statistics at the cusp-like singularities were not studied in any ensemble. Our analysis covers not only the exact cusps but the entire transitionary regime from the square-root singularity at a regular edge through the sharp cusp to the bulk. We identify a new one-parameter family of functionals that govern the limiting bias and variance, continuously interpolating between the previously known formulas in the bulk and at a regular edge. Since cusps are the only possible singularities besides the regular edges, our result gives a complete description of the linear eigenvalue statistics in all regimes.

Keywords

Cite

@article{arxiv.2307.07432,
  title  = {Linear Eigenvalue Statistics at the Cusp},
  author = {Volodymyr Riabov},
  journal= {arXiv preprint arXiv:2307.07432},
  year   = {2023}
}

Comments

35 pages, 1 figure. Compiler error fixed

R2 v1 2026-06-28T11:30:38.866Z