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We show that the linear statistics of eigenvalues of circulant matrix obey the Gaussian central limit theorem for a large class of input sequences.

Probability · Mathematics 2018-02-13 Kartick Adhikari , Koushik Saha

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…

Mathematical Physics · Physics 2007-05-23 A. Borodin , E. Strahov

We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an application, when the system possesses a unique measure of maximal…

Dynamical Systems · Mathematics 2020-05-14 Manfred Denker , Samuel Senti , Xuan Zhang

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

Probability · Mathematics 2011-03-03 Sean O'Rourke

The connection of orthogonal polynomials on the unit circle (OPUC) to the defocusing Ablowitz-Ladik integrable system involves the definition of a Poisson structure on the space of Verblunsky coefficients. In this paper, we compute the…

Classical Analysis and ODEs · Mathematics 2011-10-25 Irina Nenciu

We prove lower bounds on the error incurred when approximating any oscillating function using piecewise polynomial spaces. The estimates are explicit in the polynomial degree and have optimal dependence on the meshwidth and frequency when…

Numerical Analysis · Mathematics 2024-12-05 Jeffrey Galkowski

We study the scaling limit of the rank-one truncation of various beta ensemble generalizations of classical unitary/orthogonal random matrices: the circular beta ensemble, the real orthogonal beta ensemble, and the circular Jacobi beta…

Probability · Mathematics 2023-10-24 Yun Li , Benedek Valkó

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…

Classical Analysis and ODEs · Mathematics 2017-02-07 Grzegorz Świderski

We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…

Probability · Mathematics 2020-10-20 Vadim Gorin , Yi Sun

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

Probability · Mathematics 2020-04-22 Francesco Grotto , Marco Romito

We consider an ensemble of fully connected networks of N oscillators coupled harmonically with random springs and show, using Random Matrix Theory considerations, that both the average phonon heat current and its variance are…

Statistical Mechanics · Physics 2015-06-15 Martin Schmidt , Tsampikos Kottos , Boris Shapiro

Using a Coulomb gas approach, we compute the generating function of the covariances of power traces for one-cut $\beta$-ensembles of random matrices in the limit of large matrix size. This formula depends only on the support of the spectral…

Mathematical Physics · Physics 2015-07-23 Fabio Deelan Cunden , Francesco Mezzadri , Pierpaolo Vivo

In this paper, we present some explicit exponents in the estimates for the volumes of sub-level sets of polynomials on bounded sets, and applications to the decay of oscillatory integrals and the convergent of singular integrals.

Classical Analysis and ODEs · Mathematics 2021-11-30 Ta Lê Loi , Minh Quy Pham

Particle fluctuations in mesoscopic Bose systems of arbitrary spatial dimensionality are considered. Both ideal Bose gases and interacting Bose systems are studied in the regions above the Bose-Einstein condensation temperature $T_c$ as…

Quantum Gases · Physics 2019-05-14 V. I. Yukalov

This paper provides a complete proof of Simon-Lukic conjecture for orthogonal polynomials on the unit circle. For a probability measure $d\mu = w(\theta) \frac{d\theta}{2\pi} + d\mu_s$ with Verblunsky coefficients…

Spectral Theory · Mathematics 2026-01-27 Daxiong Piao

We investigate magnetic fluctuations of a mesoscopic critical region at the interface induced by smooth time-independent spacial changes of a control parameter across its critical value. Near the spatial critical point, the order parameter…

Mesoscale and Nanoscale Physics · Physics 2023-09-25 Saikat Banerjee , Nikolai A. Sinitsyn

Quantum chaotic systems with one-dimensional spectra follow spectral correlations of orthogonal (OE), unitary (UE), or symplectic ensembles (SE) of random matrices depending on their invariance under time reversal and rotation. In this…

Quantum Physics · Physics 2024-01-09 Jisha C , Ravi Prakash