Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel

DOI10.1016/j.nuclphysb.2019.114836zbMath1473.60020arXiv1806.11297OpenAlexW2912435666MaRDI QIDQ2230090

Yanyan Li

Publication date: 17 September 2021

Published in: Nuclear Physics. B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.11297

zbMATH Keywords

Airy kernel

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Related Items (7)

Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles ⋮ Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices ⋮ Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices ⋮ Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble

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