Mesoscopic Spectral CLT for Block Correlated Random Matrices

Autor:	Krüger, Torben, Nemish, Yuriy
Rok vydání:	2023
Předmět:	Mathematics - Probability Mathematical Physics Mathematics - Functional Analysis 60B20 15B52
Druh dokumentu:	Working Paper
Popis:	For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian orthogonal ensemble, depending on the symmetry class of the model. The main tool used for determining this variance is a two-point version of the matrix-valued Dyson equation, that encodes the asymptotic behavior of the product of resolvents at different spectral parameters. Comment: 42 pages; typos corrected, references added
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2303.17020 Zobrazit plný text záznamu View this record from Arxiv