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Mesoscopic Edge Universality of Orthogonal Polynomial Ensembles

Probability 2025-05-13 v2 Mathematical Physics math.MP

Abstract

In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show that if the recurrence coefficients for the associated orthogonal polynomials are slowly varying, a universal CLT holds. Our primary tool is the resolvent for the truncated Jacobi matrices associated with the orthogonal polynomials. While the Combes-Thomas estimate has been successful in obtaining bulk mesoscopic fluctuations in the literature, it is too rough at the edges. Instead, we prove an estimate for the resolvent of Jacobi matrices with slowly varying entries. Particular examples to which our CLT applies are Jacobi, Laguerre and Gaussian unitary ensembles as well as discrete ensembles from random tilings.

Keywords

Cite

@article{arxiv.2501.14422,
  title  = {Mesoscopic Edge Universality of Orthogonal Polynomial Ensembles},
  author = {Wenkui Liu},
  journal= {arXiv preprint arXiv:2501.14422},
  year   = {2025}
}

Comments

84 pages. Typos are fixed. Lemma 7.4 is corrected (and hence Proposition 4.5. is restated). References are updated. All comments are welcome