Related papers: Almost-optimal bulk regularity conditions in the C…
Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked…
We consider the fluctuation of linear eigenvalue statistics of random band $n\times n$ matrices whose entries have the form $\mathcal{M}_{ij}=b^{-1/2}u^{1/2}(|i-j|)\tilde w_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+\varepsilon)$th…
This paper derives central limit theorems (CLTs) for general linear spectral statistics (LSS) of three important multi-spiked Hermitian random matrix ensembles. The first is the most common spiked scenario, proposed by Johnstone, which is a…
Motivated by the stochastic block model, we investigate a class of Wigner-type matrices with certain block structures, and establish a CLT for the corresponding linear spectral statistics via the large-deviation bounds from local law and…
We consider the fluctuations of regular functions $f$ of a Wigner matrix $W$ viewed as an entire matrix $f(W)$. Going beyond the well studied tracial mode, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of…
We consider the semilinear harmonic oscillator $$i\psi_t=(-\Delta +\va{x}^{2} +M)\psi +\partial_2 g(\psi,\bar \psi), \quad x\in \R^d, t\in \R$$ where $M$ is a Hermite multiplier and $g$ a smooth function globally of order 3 at least. We…
We continue investigations of our previous papers, in which there were proved central limit theorems (CLT) for linear eigenvalue statistics Tr f(M_n) and there were found the limiting probability laws for the normalised matrix elements of…
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
The long-range spectral density correlations (spectral rigidities $\bar{\Delta}_3(\bar n)$ and related spectral compressibilities) of the $E\otimes (b_1+b_2)$ Jahn-Teller model are found strongly nonuniversal with respect to the Hamiltonian…
We extend the random characteristics approach to Wigner matrices whose entries are not required to have a normal distribution. As an application, we give a simple and fully dynamical proof of the weak local semicircle law in the bulk.
This paper proposes a CLT for linear spectral statistics of random matrix $S^{-1}T$ for a general non-negative definite and {\bf non-random} Hermitian matrix $T$.
We prove a CLT for spectra of submatrices of real symmetric and Hermitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-digonal entries is GOE/GUE-like then the limiting Gaussian process can be…
Given the standard Gaussian measure $\gamma$ on the countable product of lines $\mathbb{R}^{\infty}$ and a probability measure $g \cdot \gamma$ absolutely continuous with respect to $\gamma$, we consider the optimal transportation $T(x) = x…
We introduce kernel estimators for the semicircle law. In this first part of our general theory on the estimators, we prove the consistency and conduct simulation study to show the performance of the estimators. We also point out that…
Let $G$ be a locally compact abelian topological group. For locally bounded measurable functions $\varphi: G\to\Bbb {C}$ we discuss notions of spectra for $\varphi$ relative to subalgebras of $L^{1}(G)$. In particular we study polynomials…
An $\hbar$-expansion is presented for the ensemble-averaged spectral function of noninteracting matter waves in random potentials. We obtain the leading quantum corrections to the deep classical limit at high energies by the Wigner-Weyl…
The Weyl-Wigner representation of quantum mechanics allows one to map the density operator in a function in phase space - the Wigner function - which acts like a probability distribution. In the context of statistical mechanics, this…
It is shown that, for a Hamiltonian with a band structure, the half width of local spectral density of states, or strength function, is closely related to the width of the nonperturbative (NPT) parts of energy eigenfunctions. In the…
We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…
We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…