中文
相关论文

相关论文: Mesoscopic Edge Universality of Orthogonal Polynom…

200 篇论文

We study mesoscopic fluctuations of orthogonal polynomial ensembles on the unit circle. We show that asymptotics of such fluctuations are stable under decaying perturbations of the recurrence coefficients, where the appropriate decay rate…

数学物理 · 物理学 2024-09-17 Jonathan Breuer , Daniel Ofner

We prove that the fluctuations of mesocopic linear statistics for orthogonal polynomial ensembles are universal in the sense that two measures with asymptotic recurrence coefficients have the same asymptotic mesoscopic fluctuations (under…

概率论 · 数学 2016-01-27 J. Breuer , M. Duits

We study the stability of the mesoscopic fluctuations of certain orthogonal polynomial ensembles on the real line utilizing the recurrence relation of the associated orthogonal polynomials. We prove that under a sparse enough decaying…

数学物理 · 物理学 2024-10-11 Daniel Ofner

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

概率论 · 数学 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

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 study fluctuations of linear statistics corresponding to smooth functions for certain biorthogonal ensembles. We study those biorthogonal ensembles for which the underlying biorthogonal family satisfies a finite term recurrence and…

数学物理 · 物理学 2013-10-09 Jonathan Breuer , Maurice Duits

Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…

概率论 · 数学 2016-09-13 Gaultier Lambert

In this paper we study the asymptotic behavior of mesoscopic fluctuations for the thinned Circular Unitary Ensemble. The effect of thinning is that the eigenvalues start to decorrelate. The decorrelation is stronger on the larger scales…

概率论 · 数学 2017-08-02 Tomas Berggren , Maurice Duits

For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…

概率论 · 数学 2023-06-30 Torben Krüger , Yuriy Nemish

We study the fluctuations of certain biorthogonal ensembles for which the underlying family \{P,Q\} satisfies a finite-term recurrence relation of the form $x P(x) = \mathbf{J}P(x)$. For polynomial linear statistics of such ensembles, we…

概率论 · 数学 2019-07-23 Gaultier Lambert

For arbitrary $\beta > 0$, we use the orthogonal polynomials techniques developed by R. Killip and I. Nenciu to study certain linear statistics associated with the circular and Jacobi $\beta$ ensembles. We identify the distribution of these…

概率论 · 数学 2009-11-13 E. Ryckman

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 discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…

介观与纳米尺度物理 · 物理学 2018-05-29 M. S. Hussein , J. G. G. S. Ramos

We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…

数学物理 · 物理学 2007-05-23 Percy Deift , Dimitri Gioev

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

We extend our results on the fluctuation of the pair counting statistic of the Circular Beta Ensemble $\sum_{i\neq j}f(L_N(\theta_i-\theta_j))$ for arbitrary $\beta>0$ in the mesoscopic regime $L_N=O(N^{2/3-\epsilon})$.

概率论 · 数学 2021-11-18 Ander Aguirre , Alexander Soshnikov

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…

数学物理 · 物理学 2007-05-23 A. Borodin , E. Strahov

We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…

概率论 · 数学 2025-10-01 Indrajit Jana , Sunita Rani

We prove a central limit theorem (CLT) for the number of joint orbits of random tuples of commuting permutations. In the uniform sampling case this generalizes the classic CLT of Goncharov for the number of cycles of a single random…

概率论 · 数学 2026-02-20 Abdelmalek Abdesselam , Shannon Starr

Polynomial ensembles are determinantal point processes associated with (non necessarily orthogonal) projections onto polynomial subspaces. The aim of this survey article is to put forward the use of recurrence coefficients to obtain the…

概率论 · 数学 2019-06-18 Adrien Hardy
‹ 上一页 1 2 3 10 下一页 ›