Applications of mesoscopic CLTs in random matrix theory

Citation
Landon Benjamin et Soste Philippe, Applications of mesoscopic CLTs in random matrix theory, Annals of applied probability , 30(6), 2020, pp. 2769-2795
ISSN journal
10505164
Volume
30
Issue
6
Year of publication
2020
Pages
2769 - 2795
Database
ACNP
SICI code
Abstract
We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of .homogenization. for Dyson Brownian motion, this yields the universality of quantities which depend on the behavior of single eigenvalues of Wigner matrices and .-ensembles. Among the results we obtain are the Gaussian fluctuations of single eigenvalues for Wigner matrices (without an assumption of 4 matching moments) and classical .-ensembles (.=1,2,4). Gaussian fluctuations of the eigenvalue counting function, and an asymptotic expansion up to order o(N.1) for the expected value of eigenvalues in the bulk of the spectrum. The latter result solves a conjecture of Tao and Vu.