Related papers: Functional Central Limit Theorems for Wigner Matri…

Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…

Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…

We give theorems about asymptotic normality of general additive functionals on patricia tries in an i.i.d. setting, derived from results on tries by Janson (2022). These theorems are applied to show asymptotic normality of the distribution…

Consider the sum of $d$ many i.i.d. random permutation matrices on $n$ labels along with their transposes. The resulting matrix is the adjacency matrix of a random regular (multi)-graph of degree $2d$ on $n$ vertices. It is known that the…

In this article, we study the fluctuations of linear eigenvalue statistics of reverse circulant $(RC_n)$ matrices with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \text{Tr} \phi(RC_n)$ obey the…

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…

How a system initially at infinite temperature responds when suddenly placed at finite temperatures is a way to check the existence of phase transitions. It has been shown in [R. da Silva, IJMPC 2023] that phase transitions are imprinted in…

Consider a supercritical Crump--Mode--Jagers process $(\mathcal Z_t^{\varphi})_{t \geq 0}$ counted with a random characteristic $\varphi$. Nerman's celebrated law of large numbers [Z. Wahrsch. Verw. Gebiete 57, 365--395, 1981] states that,…

We prove a universal mesoscopic central limit theorem for linear eigenvalue statistics of a Wigner-type matrix inside the bulk of the spectrum with compactly supported twice continuously differentiable test functions. The main novel…

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

We consider the $2$-spin spherical Sherrington--Kirkpatrick model whose disorder is given by a deformed Wigner matrix of the form $W+\lambda V$, where $W$ is a Wigner matrix and $V$ is a random diagonal matrix with i.i.d. entries. Assuming…

We study the universality of spectral statistics of large random matrices. We consider $N\times N$ symmetric, hermitian or quaternion self-dual random matrices with independent, identically distributed entries (Wigner matrices) where the…

The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…

We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence…

We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…

We show that the fluctuations of the largest eigenvalue of any generalized Wigner matrix $H$ converge to the Tracy-Widom laws at a rate nearly $O(N^{-1/3})$, as the matrix dimension $N$ tends to infinity. We allow the variances of the…

We give a brief review of violations of the fluctuation-dissipation theorem (FDT) in out-of-equilibrium systems; in mean field scenarios the corresponding fluctuation-dissipation (FD) plots can, in the limit of long times, be used to define…

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_N=H_N+A_N$, where $H_N$ is a real symmetric or complex Hermitian Wigner matrix and $A_N$ is a deterministic real bounded diagonal matrix. We prove a universal Central…