数学
随机矩阵
厄米矩阵
特征向量
引力奇点
乘法函数
酉矩阵
数学分析
单一制国家
统计物理学
纯数学
量子力学
物理
政治学
法学
作者
Tom Claeys,Benjamin Fahs,Gaultier Lambert,Christian Webb
标识
DOI:10.1215/00127094-2020-0070
摘要
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 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.
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