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We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under…

Probability · Mathematics 2016-01-27 J. Breuer , M. Duits

We study the stability of the mesoscopic fluctuations of certain orthogonal polynomial ensembles on the real line utilizing the recurrence relation of the associated orthogonal polynomials. We prove that under a sparse enough decaying…

Mathematical Physics · Physics 2024-10-11 Daniel Ofner

In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…

Probability · Mathematics 2025-05-13 Wenkui Liu

We study the Circular and Jacobi $\beta$-Ensembles and prove Gaussian fluctuations for the number of points in one or more intervals in the macroscopic scaling limit.

Probability · Mathematics 2007-05-23 Rowan Killip

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Probability · Mathematics 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…

Probability · Mathematics 2016-09-13 Gaultier Lambert

In this paper we study the asymptotic behavior of mesoscopic fluctuations for the thinned Circular Unitary Ensemble. The effect of thinning is that the eigenvalues start to decorrelate. The decorrelation is stronger on the larger scales…

Probability · Mathematics 2017-08-02 Tomas Berggren , Maurice Duits

We extend our results on the fluctuation of the pair counting statistic of the Circular Beta Ensemble $\sum_{i\neq j}f(L_N(\theta_i-\theta_j))$ for arbitrary $\beta>0$ in the mesoscopic regime $L_N=O(N^{2/3-\epsilon})$.

Probability · Mathematics 2021-11-18 Ander Aguirre , Alexander Soshnikov

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…

Probability · Mathematics 2023-06-30 Torben Krüger , Yuriy Nemish

Orthogonal polynomials on the unit circle are completely determined by their reflection coefficients through the Szeg\H{o} recurrences. We assume that the reflection coefficients converge to some complex number a with 0 < |a| < 1. The…

Classical Analysis and ODEs · Mathematics 2016-09-06 Leonid B. Golinskii , Paul G. Nevai , Walter Van Assche

We introduce two explicit examples of polynomials orthogonal on the unit circle. Moments and the reflection coefficients are expressed in terms of Jacobi elliptic functions. We find explicit expression for these polynomials in terms of a…

Classical Analysis and ODEs · Mathematics 2007-12-18 Alexei Zhedanov

A description of mesoscopic fluctuations of the pairing gap in finite-sized quantum systems based on periodic orbit theory is presented. The size of the fluctuations are found to depend on quite general properties. We distinguish between…

Nuclear Theory · Physics 2011-04-11 S. Åberg , H. Olofsson , P. Leboeuf

We give a simple proof of a central limit theorem for linear statistics of the Circular beta-ensembles which is valid at almost arbitrary mesoscopic scale and for functions of class C^3. As a consequence, using a coupling introduced by…

Probability · Mathematics 2019-02-19 Gaultier Lambert

We study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…

Mathematical Physics · Physics 2013-10-09 Jonathan Breuer , Maurice Duits

It is shown that the characteristics of the mesoscopic fluctuations in the conventional quantum-diffusion model and the model of the non-coherent (`classical') diffusion in media with long-range correlated disorder are quite similar in the…

Condensed Matter · Physics 2007-05-23 Igor V. Lerner

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

Probability · Mathematics 2019-11-28 Benjamin Landon , Philippe Sosoe

Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…

Mathematical Physics · Physics 2011-05-30 Santosh Kumar , Akhilesh Pandey

For a natural extension of the circular unitary ensemble of order n, we study as n tends to infinity, the asymptotic behavior of the sequence of orthogonal polynomials with respect to the spectral measure. The last term of this sequence is…

Probability · Mathematics 2013-02-27 Joseph Najnudel , Ashkan Nikeghbali , Alain Rouault

We introduce and study a class of discrete particle ensembles that naturally arise in connection with classical random matrix ensembles, log-gases and Jack polynomials. Under technical assumptions on a general analytic potential we prove…

Probability · Mathematics 2022-07-20 Evgeni Dimitrov , Alisa Knizel

Recent experimental results point to the existence of coherent quantum phenomena in systems made of a large number of particles, despite the fact that for many-body systems the presence of decoherence is hardly negligible and emerging…

Quantum Physics · Physics 2017-09-21 F. Benatti , F. Carollo , R. Floreanini , H. Narnhofer
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