Moderate deviations for linear eigenvalue statistics of β-ensembles

DOI10.1142/S2010326322500174zbMath1490.60061OpenAlexW3183875578MaRDI QIDQ5863546

Jianyong Mu, Fu Qing Gao

Publication date: 1 June 2022

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2010326322500174

zbMATH Keywords

loop equationmoderate deviationscorrelatorlinear statistics\(\beta\)-ensembles

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Large deviations (60F10) Classical equilibrium statistical mechanics (general) (82B05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices
• Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
• Fluctuations of eigenvalues of random normal matrices
• A CLT for a band matrix model
• Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Large deviations techniques and applications.
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• On the statistical mechanics approach in the random matrix theory: Integrated density of states.
• Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
• Mesoscopic central limit theorem for general \(\beta\)-ensembles
• CLT for fluctuations of \(\beta \)-ensembles with general potential
• Mesoscopic fluctuations for unitary invariant ensembles
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Asymptotic expansion of \(\beta \) matrix models in the one-cut regime
• On fluctuations of eigenvalues of random Hermitian matrices.
• Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
• Gaussian asymptotics of discrete \(\beta \)-ensembles
• Second order asymptotics for matrix models
• Linear functionals of eigenvalues of random matrices
• Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients
• Large-NAsymptotic Expansion for Mean Field Models with Coulomb Gas Interaction
• An Introduction to Random Matrices
• Matrix models for beta ensembles
• Change of variables as a method to study general β-models: Bulk universality

This page was built for publication: Moderate deviations for linear eigenvalue statistics of β-ensembles