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The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…

Probability · Mathematics 2015-11-10 Vladislav Kargin

Assuming the generalized Riemann hypothesis, we rediscover and sharpen some of the best known results regarding the distribution of low-lying zeros of Dirichlet $L$-functions. This builds upon earlier work of Omar, which relies on the…

Number Theory · Mathematics 2025-03-21 Tianyu Zhao

Results of extensive computations of moments of the Riemann zeta function on the critical line are presented. Calculated values are compared with predictions motivated by random matrix theory. The results can help in deciding between those…

Number Theory · Mathematics 2011-11-23 Ghaith A. Hiary , Andrew M. Odlyzko

We look at the values of two Dirichlet $L$-functions at the Riemann zeros (or a horizontal shift of them). Off the critical line we show that for a positive proportion of these points the pairs of values of the two $L$-functions are…

Number Theory · Mathematics 2015-05-05 Niko Laaksonen , Yiannis N. Petridis

In previous work Majda and McLaughlin computed explicit expressions for the $2N$th moments of a passive scalar advected by a linear shear flow in the form of an integral over ${\bf R}^N$. In this paper we first compute the asymptotics of…

Fluid Dynamics · Physics 2007-05-23 J. C. Bronski , R. M. McLaughlin

We study the $1$-level density of low-lying zeros of quadratic Dirichlet $L$-functions by applying the $L$-functions Ratios Conjecture. We observe a transition in the main term as was predicted by the Katz-Sarnak heuristic as well as in the…

Number Theory · Mathematics 2017-10-19 Daniel Fiorilli , James Parks , Anders Södergren

This thesis determines some of the implications of non-universal and emergent universal statistics on arithmetic correlations and fluctuations of arithmetic functions, in particular correlations amongst prime numbers and the variance of the…

Number Theory · Mathematics 2016-07-15 D. J. Smith

Hybrid Euler-Hadamard products have previously been studied for the Riemann zeta function on its critical line and for Dirichlet L-functions in the context of the calculation of moments and connections with Random Matrix Theory. According…

Number Theory · Mathematics 2012-11-06 H. M. Bui , J. P. Keating

In this paper, we derive a unified method for establishing the distributional convergence of linear eigenvalue statistics (LES) for generalized patterned random matrices. We prove that for an $N \times N$ generalized patterned random matrix…

Probability · Mathematics 2025-03-14 Kiran Kumar A. S. , Shambhu Nath Maurya , Koushik Saha

We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…

Probability · Mathematics 2019-07-23 Gaultier Lambert

This is the first installment in a series of papers devoted to examining certain aspects of the asymptotic value distribution and distribution of zeros manifested by members of a broad class of linear combinations of L-functions in the…

Number Theory · Mathematics 2013-11-20 D. A. Hejhal

Katz and Sarnak conjectured that the statistics of low-lying zeros of various family of $L$-functions matched with the scaling limit of eigenvalues from the random matrix theory. In this paper we confirm this statistic for a family of…

Number Theory · Mathematics 2020-05-04 Vorrapan Chandee , Yoonbok Lee

We consider Gaussian signals, i.e. random functions $u(t)$ ($t/L \in [0,1]$) with independent Gaussian Fourier modes of variance $\sim 1/q^{\alpha}$, and compute their statistical properties in small windows $[x, x+\delta]$. We determine…

Disordered Systems and Neural Networks · Physics 2010-09-16 Alberto Rosso , Raoul Santachiara , Werner Krauth

We study the total mass of high points in a random model for the Riemann-Zeta function. We consider the same model as in [8], [2], and build on the convergence to 'Gaussian' multiplicative chaos proved in [14]. We show that the total mass…

Probability · Mathematics 2019-06-24 Louis-Pierre Arguin , Lisa Hartung , Nicola Kistler

In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…

Information Theory · Computer Science 2016-11-17 Ø. Ryan , A. Masucci , S. Yang , M. Debbah

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Probability · Mathematics 2020-11-25 Solesne Bourguin , Simon Campese

We study one-level and two-level densities for low lying zeros of symmetric power L-functions in the level aspect. It allows us to completely determine the symmetry types of some families of symmetric power L-functions with prescribed sign…

Number Theory · Mathematics 2007-05-23 Guillaume Ricotta , Emmanuel Royer

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…

Probability · Mathematics 2019-04-11 Natalie Coston , Sean O'Rourke

Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…

Statistics Theory · Mathematics 2011-08-19 Martin Wendler

We establish sharp upper bounds for shifted moments of quadratic Dirichlet $L$-function under the generalized Riemann hypothesis. Our result is then used to prove bounds for moments of quadratic Dirichlet character sums.

Number Theory · Mathematics 2025-11-26 Peng Gao , Liangyi Zhao