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

Internal DLA is a discrete random growth model describing growing clusters of particles. Its limiting shape and fluctuations are well understood when the underlying graph is the $d$-dimensional lattice or the cylinder $\mathbb{Z}_N \times…

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…

The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…

We extend the approach from [arXiv:2110.15301] to prove windowed spectral projection estimates and a generalized Weyl law for the (Weyl) quantized baker's map on the torus. The spectral window is allowed to shrink in the semiclassical…

Oriented loops on an orientable surface are, up to equivalence by free homotopy, in one-to-one correspondence with the conjugacy classes of the surface's fundamental group. These conjugacy classes can be expressed (not uniquely in the case…

Following S\"odergren, we consider a collection of random variables on the space $X_n$ of unimodular lattices in dimension $n$: Normalizations of the angles between the $N = N(n)$ shortest vectors in a random unimodular lattice, and the…

It is known that the fluctuations of suitable linear statistics of Haar distributed elements of the compact classical groups satisfy a central limit theorem. We show that if the corresponding test functions are sufficiently smooth, a rate…

The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…

In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…

We consider the determinantal point processes associated with the spectral projectors of a Schr\"odinger operator on $\mathbb{R}$, with a smooth confining potential. In the semiclassical limit, where the number of particles tends to…

The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential…

Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

The first non-zero Laplace eigenvalue of a hyperbolic surface, or its spectral gap, measures how well-connected the surface is: surfaces with a large spectral gap are hard to cut in pieces, have a small diameter and fast mixing times. For…

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…

This article provides a central limit theorem for a consistent estimator of population eigenvalues with large multiplicities based on sample covariance matrices. The focus is on limited sample size situations, whereby the number of…

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional real Wishart matrices and for the Gaussian Orthogonal Ensemble (GOE). In comparing the exact distribution with the…

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

This paper addresses the question of when projections of a high-dimensional random vector are approximately Gaussian. This problem has been studied previously in the context of high-dimensional data analysis, where the focus is on…