Related papers: Variance Calculations and the Bessel Kernel
For the Gaussian and Laguerre random matrix ensembles, the probability density function (p.d.f.) for the linear statistic $\sum_{j=1}^N (x_j - <x>)$ is computed exactly and shown to satisfy a central limit theorem as $N \to \infty$. For the…
In Random Matrix Theory the local correlations of the Laguerre and Jacobi Unitary Ensemble in the hard edge scaling limit can be described in terms of the Bessel kernel (containing a parameter $\alpha$). In particular, the so-called hard…
Given a certain invariant random matrix ensemble characterised by the joint probability distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, many important questions have been related to the study of linear statistics of eigenvalues…
In this paper, we study the large $N$ behavior of the moment-generating function (MGF) of the linear statistics of $N\times N$ Hermitian matrices in the Gaussian unitary, symplectic, orthogonal ensembles (GUE, GSE, GOE) and Laguerre…
We consider ensembles of Gaussian (Hermite) and Wishart (Laguerre) $N\times N$ hermitian matrices. We study the effect of finite rank perturbations of these ensembles by a source term. The rank $r$ of the perturbation corresponds to the…
We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…
In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
Linear statistics, a random variable build out of the sum of the evaluation of functions at the eigenvalues of a N times N random matrix,sum[j=1 to N]f(xj) or tr f(M), is an ubiquitous statistical characteristics in random matrix theory.…
The question of Lorentz invariance for finite N approximations of relativistic membranes is addressed. We find that one of the classical manifestations of Lorentz-invariance is not possible for NxN matrices (at least when N=2 or 3). How the…
For a real-valued sequence $(x_n)_{n=1}^\infty$, denote by $S_N(\ell)$ the number of its first $N$ fractional parts lying in a random interval of size $\ell:=L/N$, where $L=o(N)$ as $N\to\infty$. We study the variance of $S_N(\ell)$ (the…
An array of N subsequent Laguerre polynomials is interpreted as an eigenvector of a non-Hermitian tridiagonal Hamiltonian $H$ with real spectrum or, better said, of an exactly solvable N-site-lattice cryptohermitian Hamiltonian whose…
The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…
We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…
We investigate the intertwining of Laguerre processes of parameter $\alpha$ in different dimensions. We introduce a Feller kernel that depends on $\alpha $ and intertwines the $\alpha$-Laguerre process in $N+1$ dimensions and that in $N$…
We study intermediate-scale statistics for the fractional parts of the sequence $(\alpha a_n)_{n=1}^{\infty}$, where $(a_n)_{n=1}^{\infty}$ is a positive, real-valued lacunary sequence, and $\alpha\in\mathbb{R}$. In particular, we consider…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…
We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincar\'e…
The variance of the number of particles in a set is an important quantity in understanding the statistics of non-interacting fermionic systems in low dimensions. An exact map of their ground state in a harmonic trap in one and two…
We give a variational formulation for $-\log\mathbb{E}_\nu\left[e^{-f}|\mathcal{F}_t\right]$ for a large class of measures $\nu$. We give a refined entropic characterization of the invertibility of some perturbations of the identity. We…