On The Eigenvalue Rigidity of the Laguerre Unitary Ensemble
Mathematical Physics
2026-07-13 v1 Probability
Abstract
In this paper, we establish an optimal global rigidity estimate for the eigenvalues of the Laguerre unitary ensemble. Using the central limit theorem, we first construct a random measure via the eigenvalue counting function and then prove its convergence to a Gaussian multiplicative chaos measure, which yields the desired rigidity result. To prove this convergence, we apply a sufficient condition due to Claeys et al. [7] and carry out an asymptotic analysis of the corresponding exponential moments.
Keywords
Cite
@article{arxiv.2607.11547,
title = {On The Eigenvalue Rigidity of the Laguerre Unitary Ensemble},
author = {Chenhao Lu and Xiaolu Yue},
journal= {arXiv preprint arXiv:2607.11547},
year = {2026}
}
Comments
41 pages,9 figures. arXiv admin note: substantial text overlap with arXiv:2511.18967