相关论文: Gaussian fluctuations for non-Hermitian random mat…

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 show that the fluctuations of the largest eigenvalue of a real symmetric or complex Hermitian Wigner matrix of size $N$ converge to the Tracy--Widom laws at a rate $O(N^{-1/3+\omega})$, as $N$ tends to infinity. For Wigner matrices this…

We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…

Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

We consider nonintersecting random walks satisfying the condition that the increments have a finite moment generating function. We prove that in a certain limiting regime where the number of walks and the number of time steps grow to…

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…

The local number variance associated with a spherical sampling window of radius $R$ enables a classification of many-particle systems in $d$-dimensional Euclidean space according to the degree to which large-scale density fluctuations are…

We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…

One of the great miracles of random matrix theory is that, in the $N \to \infty$ limit, many otherwise intractable matrix problems with horrendously complicated finite-$N$ expressions admit remarkably simple and elegant asymptotic…

In this paper we examine the zero and first order eigenvalue fluctuations for the $\beta$-Hermite and $\beta$-Laguerre ensembles, using the matrix models we described in \cite{dumitriu02}, in the limit as $\beta \to \infty$. We find that…

For any family of $N\times N$ random matrices $(\mathbf{A}_k)_{k\in K}$ which is invariant, in law, under unitary conjugation, we give general sufficient conditions for central limit theorems for random variables of the type…

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

We prove that, for general test functions, the limiting behavior of the linear statistic of an independent entry random matrix is determined only by the first four moments of the entry distributions. This immediately generalizes the known…

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…