Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
From MaRDI portal
Publication:4592911
DOI10.1063/1.5006507zbMath1374.60062OpenAlexW2761821892MaRDI QIDQ4592911
Wang Zhou, Shaochen Wang, Guangming Pan
Publication date: 9 November 2017
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10220/44176
Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Functional limit theorems; invariance principles (60F17) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
The method of cumulants for the normal approximation, Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles, Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model, The volume of simplices in high-dimensional Poisson-Delaunay tessellations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moderate deviations via cumulants
- The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles
- Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
- Random matrices: universality of local eigenvalue statistics
- A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
- Rigidity of eigenvalues of generalized Wigner matrices
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
- Orthogonal polynomial ensembles in probability theory
- Determinantal processes and independence
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- CLT for linear spectral statistics of Wigner matrices
- Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
- Gaussian fluctuations of eigenvalues in the GUE
- Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Cramér large deviation expansions for martingales under Bernstein's condition
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- Gaussian fluctuations in complex sample covariance matrices
- Edge Fluctuations of Eigenvalues of Wigner Matrices
- Moderate deviations for the eigenvalue counting function of Wigner matrices
- Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Limiting laws of linear eigenvalue statistics for Hermitian matrix models
- An Introduction to Random Matrices
- Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
- Fluctations of the empirical law of large random matrices
