Related papers: On the Central Limit Theorem for linear eigenvalue…

This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in…

We describe the fluctuations of the overlap between two replicas in the 2-spin spherical SK model about its limiting value in the low temperature phase. We show that the fluctuations are of order $N^{-1/3}$ and are given by a simple,…

We start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…

We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…

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…

We show that the winding of low-lying closed geodesics on the modular surface has a Gaussian limiting distribution when normalized by any standard notion of length, in contrast to the Cauchy distribution arising when allowing arbitrarily…

Rudnick recently proved that the spectral number variance for the Laplacian of a large compact hyperbolic surface converges, in a certain scaling limit and when averaged with respect to the Weil-Petersson measure on moduli space, to the…

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…

Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…

We consider Berry's random planar wave model (1977) for a positive Laplace eigenvalue $E>0$, both in the real and complex case, and prove limit theorems for the nodal statistics associated with a smooth compact domain, in the high-energy…

Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

We show that there is a constant $c>0$ such that a genus $g$ closed hyperbolic surface, sampled at random from the moduli space $\mathcal{M}_{g}$ with respect to the Weil-Petersson probability measure, has Laplacian spectral gap at least…

We prove Poisson approximation results for the bottom part of the length spectrum of a random closed hyperbolic surface of large genus. Here, a random hyperbolic surface is a surface picked at random using the Weil-Petersson volume form on…

We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…

We study the nodal intersections number of random Gaussian toral Laplace eigenfunctions ("arithmetic random waves") against a fixed smooth reference curve. The expected intersection number is proportional to the the square root of the…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

In this paper we discuss general tridiagonal matrix models which are natural extensions of the ones given by Dumitriu and Edelman. We prove here the convergence of the distribution of the eigenvalues and compute the limiting distributions…

Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…