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Mesoscopic Central Limit Theorem for non-Hermitian Random Matrices

Probability 2024-03-04 v4 Mathematical Physics math.MP

Abstract

We prove that the mesoscopic linear statistics if(na(σiz0))\sum_i f(n^a(\sigma_i-z_0)) of the eigenvalues {σi}i\{\sigma_i\}_i of large n×nn\times n non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any H02H^{2}_0-functions ff around any point z0z_0 in the bulk of the spectrum on any mesoscopic scale 0<a<1/20<a<1/2. This extends our previous result [arXiv:1912.04100], that was valid on the macroscopic scale, a=0a=0, to cover the entire mesoscopic regime. The main novelty is a local law for the product of resolvents for the Hermitization of XX at spectral parameters z1,z2z_1, z_2 with an improved error term in the entire mesoscopic regime z1z2n1/2|z_1-z_2|\gg n^{-1/2}. The proof is dynamical; it relies on a recursive tandem of the characteristic flow method and the Green function comparison idea combined with a separation of the unstable mode of the underlying stability operator.

Keywords

Cite

@article{arxiv.2210.12060,
  title  = {Mesoscopic Central Limit Theorem for non-Hermitian Random Matrices},
  author = {Giorgio Cipolloni and László Endős and Dominik Schröder},
  journal= {arXiv preprint arXiv:2210.12060},
  year   = {2024}
}

Comments

34 pages. Corrected a reference for the BDG inequality

R2 v1 2026-06-28T04:11:41.528Z