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A Note on Cumulant Technique in Random Matrix Theory

We discuss the cumulant approach to spectral properties of large random matrices. In particular, we study in detail the joint cumulants of high traces of large unitary random matrices and prove Gaussian fluctuation for pair-counting statistics with non-smooth test functions.

Detalles Bibliográficos
Autores principales: Soshnikov, Alexander, Wu, Chutong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10217726/
https://www.ncbi.nlm.nih.gov/pubmed/37238480
http://dx.doi.org/10.3390/e25050725