相关论文: Fluctuations of linear eigenvalue statistics of $\…

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

A family $\BA_\a$ of differential operators depending on a real parameter $\a$ is considered. The problem can be formulated in the language of perturbation theory of quadratic forms. The perturbation is only relatively bounded but not…

We consider the correlation functions of eigenvalues of a unidimensional chain of large random hermitian matrices. An asymptotic expression of the orthogonal polynomials allows to find new results for the correlations of eigenvalues of…

In this article, we revisit the question of fluctuations of linear statistics of beta ensembles in the single cut and non-critical regime for general potentials $V$ under mild regularity and growth assumptions. Our main objective is to…

We consider the convergence of the eigenvalues to the support of the equilibrium measure in the $\beta$ ensemble models under a critical condition. We show a phase transition phenomenon, namely that, with probability one, all eigenvalues…

We compute the four-loop contributions to the $\beta$-function and the anomalous dimension of the field for the $O(N)$-invariant $N$-vector model. These results are used to compute the second analytic corrections to the correlation length…

We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two…

We compute the three-loop beta functions of long-range multi-scalar models with general quartic interactions. The long-range nature of the models is encoded in a kinetic term with a Laplacian to the power $0<\zeta<1$, rendering the…

For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…

In this article, we study the fluctuation of linear eigenvalue statistics of symmetric circulant matrices $(SC_n)$ with independent entries which satisfy some moment conditions. We show that $\frac{1}{\sqrt{n}} \Tr \phi(SC_n)$ obey the…

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

Structural properties of large random maps and lambda-terms may be gleaned by studying the limit distributions of various parameters of interest. In our work we focus on restricted classes of maps and their counterparts in the…

We prove limit theorems of an entirely new type for certain long memory regularly varying stationary infinitely divisible random processes. These theorems involve multiple phase transitions governed by how long the memory is. Apart from one…

We present the diagrammatic technique for calculating the free energy of the matrix eigenvalue model (the model with arbitrary power $\beta$ by the Vandermonde determinant) to all orders of 1/N expansion in the case where the limiting…

We establish a central limit theorem for the fluctuations of the linear statistics in the $\beta$-ensemble of dimension $N$ at a temperature proportional to $N$ and with confining smooth potential. In this regime, the particles do not…

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

Let $(\lambda_-,\lambda_+)$ be a spectral gap of a periodic Schr\"odinger operator $A$ on the lattice ${\mathbb Z}^d$. Consider the operator $A(\alpha)=A-\alpha V$ where $V$ is a decaying positive potential on ${\mathbb Z}^d$. We study the…

We compute the exact and limiting smallest eigenvalue distributions for two classes of $\beta$-Jacobi ensembles not covered by previous studies. In the general $\beta$ case, these distributions are given by multivariate hypergeometric…

In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…