Matches in SemOpenAlex for { <https://semopenalex.org/work/W3160014912> ?p ?o ?g. }
- W3160014912 abstract "The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations—or in other words, to investigate optimal rigidity estimates for the eigenvalues. We do this in the setting of one-cut regular unitary invariant ensembles of random Hermitian matrices, the Gaussian unitary ensemble (GUE) being the prime example of such an ensemble. Our approach to this question combines extreme value theory of log-correlated stochastic processes, and in particular the theory of multiplicative chaos, with asymptotic analysis of large Hankel determinants with Fisher–Hartwig symbols of various types, such as merging jump singularities, size-dependent impurities, and jump singularities approaching the edge of the spectrum. In addition to optimal rigidity estimates, our approach sheds light on the fractal geometry of the eigenvalue counting function." @default.
- W3160014912 created "2021-05-24" @default.
- W3160014912 creator A5044346790 @default.
- W3160014912 creator A5051237961 @default.
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- W3160014912 creator A5078997994 @default.
- W3160014912 date "2021-06-15" @default.
- W3160014912 modified "2023-10-16" @default.
- W3160014912 title "How much can the eigenvalues of a random Hermitian matrix fluctuate?" @default.
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- W3160014912 doi "https://doi.org/10.1215/00127094-2020-0070" @default.
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