How much can the eigenvalues of a random Hermitian matrix fluctuate?

DOI10.1215/00127094-2020-0070zbMath1467.60006arXiv1906.01561OpenAlexW3160014912MaRDI QIDQ2037879

Tom Claeys, Gaultier Lambert, Christian Webb, Benjamin Fahs

Publication date: 8 July 2021

Published in: Duke Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.01561

zbMATH Keywords

Gaussian unitary ensembleGaussian multiplicative chaoseigenvalue rigidityHermitian random matricesRiemann-Hilbert asymptoticsFisher-Hartwig singularities of jump type

Mathematics Subject Classification ID

Gaussian processes (60G15) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random measures (60G57) Random matrices (algebraic aspects) (15B52) Riemann-Hilbert problems in context of PDEs (35Q15)

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