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We study the statistical mechanics of the log-gas, or $\beta$-ensemble, for general potential and inverse temperature. By means of a bootstrap procedure, we prove local laws on the next order energy that are valid down to microscopic length…

数学物理 · 物理学 2022-11-29 Luke Peilen

We use the tridiagonal matrix representation to derive a local semicircle law for Gaussian beta ensembles at the optimal level of $n^{-1+\delta}$ for any $\delta > 0$. Using a resolvent expansion, we first derive a semicircle law at the…

概率论 · 数学 2015-06-03 Philippe Sosoe , Percy Wong

We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta$-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the…

数学物理 · 物理学 2018-02-08 Florent Bekerman , Thomas Leblé , Sylvia Serfaty

We study the local semicircle law for Gaussian $\beta$-ensembles at the edge of the spectrum. We prove that at the almost optimal level of $n^{-2/3+\epsilon}$, the local semicircle law holds for all $\beta \geq 1$ at the edge. The proof of…

概率论 · 数学 2015-06-03 Percy Wong

It is expected that the statistical fluctuations of local observables in large quantum systems obey the central limit theorem, and approximate a normal distribution as their size grows. Here, we prove a version of the Berry-Esseen theorem…

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

概率论 · 数学 2017-04-14 Johannes Alt , Laszlo Erdos , Torben Krüger

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…

概率论 · 数学 2013-05-28 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

We consider general self-adjoint polynomials in several independent random matrices whose entries are centered and have the same variance. We show that under certain conditions the local law holds up to the optimal scale, i.e., the…

概率论 · 数学 2019-11-14 László Erdős , Torben Krüger , Yuriy Nemish

We consider the Gaussian beta-ensemble when $\beta$ scales with $n$ the number of particles such that $\displaystyle{{n}^{-1}\ll \beta\ll 1}$. Under a certain regime for $\beta$, we show that the largest particle satisfies a large…

概率论 · 数学 2019-04-16 Cambyse Pakzad

We derive a Central Limit Theorem (CLT) for $\log \left\vert\det \left( W_{N}-E_{N}\right)\right\vert,$ where $W_{N}$ is a Wigner matrix, and $E_{N}$ is local to the edge of the semi-circle law. Precisely, $E_N=2+N^{-2/3}\sigma_N$ with…

概率论 · 数学 2022-07-11 Iain M. Johnstone , Yegor Klochkov , Alexei Onatski , Damian Pavlyshyn

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…

概率论 · 数学 2019-02-19 Gaultier Lambert

Let $\beta>0$ and consider an $n$-point process $\lambda_1, \lambda_2,..., \lambda_n$ from Hermite $\beta$ ensemble on the real line $\mathbb{R}$. Dumitriu and Edelman discovered a tri-diagonal matrix model and established the global Wigner…

概率论 · 数学 2011-04-19 Zhigang Bao , Zhonggen Su

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…

概率论 · 数学 2019-11-28 Benjamin Landon , Philippe Sosoe

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…

概率论 · 数学 2024-11-12 Charlie Dworaczek Guera , Ronan Memin

We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…

概率论 · 数学 2018-09-11 Thomas Leblé

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

概率论 · 数学 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb

We study the long-range one-dimensional Riesz gas on the circle, a continuous system of particles interacting through a Riesz kernel. We establish near-optimal rigidity estimates on gaps valid at any scale. Leveraging these local laws…

概率论 · 数学 2025-07-22 Jeanne Boursier

We prove that the linear statistics of eigenvalues of $\beta$-log gasses satisfying the one-cut and off-critical assumption with a potential $V \in C^6(\mathbb{R})$ satisfy a central limit theorem at all mesoscopic scales $\alpha \in (0;…

概率论 · 数学 2016-05-18 Florent Bekerman , Asad Lodhia

This paper investigates a local central limit theorem for a normalized sequence of random variables belonging to a fixed order Wiener chaos and converging to the standard normal distribution. We prove, without imposing any additional…

概率论 · 数学 2026-01-13 Masahisa Ebina , Ivan Nourdin , Giovanni Peccati

We prove a general local law for Wigner matrices which optimally handles observables of arbitrary rank and thus it unifies the well-known averaged and isotropic local laws. As an application, we prove that the quadratic forms of a general…

概率论 · 数学 2023-09-08 Giorgio Cipolloni , László Erdős , Dominik Schröder
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