Linear Eigenvalue statistics at the cusp

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Journal Article | Epub ahead of print | English

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Abstract
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear eigenvalue statistics at the cusp-like singularities were not studied in any ensemble. Our analysis covers not only the exact cusps but the entire transitionary regime from the square-root singularity at a regular edge through the sharp cusp to the bulk. We identify a new one-parameter family of functionals that govern the limiting bias and variance, continuously interpolating between the previously known formulas in the bulk and at a regular edge. Since cusps are the only possible singularities besides the regular edges, our result gives a complete description of the linear eigenvalue statistics in all regimes.
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Date Published
2025-04-15
Journal Title
Probability Theory and Related Fields
Publisher
Springer Nature
Acknowledgement
I would like to express my gratitude to László Erdős for his careful guidance and supervision of my work. I am also thankful to Jana Reker and Joscha Henheik for many helpful discussions. Open access funding provided by Institute of Science and Technology (IST Austria).
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arXiv 2307.07432

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