Gaussian Fluctuations and Moderate Deviations of Eigenvalues in Unitary Invariant Ensembles
Author:
Funder
NSFC
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-019-00939-4.pdf
Reference35 articles.
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2. Breuer, J., Duits, M.: The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles. Adv. Math. 265, 441–484 (2014)
3. Costin, O., Lebowitz, J.L.: Gaussian fluctuation in random matrices. Phys. Rev. Lett. 75(1), 69–72 (1995)
4. Chan, T.: The Wigner semi-circle law and eigenvalues of matrix-valued diffusions. Probab. Theory Relat. Fields 93(2), 249–272 (1992)
5. Deift, P.: Orthogonal polynomials and random matrices: a Riemann–Hilbert approach, Courant Lecture Notes in Mathematics 3. Courant Institute of Mathematical Science, New York (1999)
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