Global spectral fluctuations in the Gaussian Unitary Ensemble

2015/10/20 by Webb, Christian
#FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)

paper · doi:10.48550/arxiv.1510.05867

Abstract

We consider global fluctuations of the spectrum of the GUE. Using results on the linear statistics of such matrices as well as variance bounds on the eigenvalues, we show that under a suitable scaling, global fluctuations of the spectrum can be asymptotically described in terms of a logarithmically correlated Gaussian field. We also discuss briefly connections between different objects in RMT giving rise to log-correlated fields: the logarithm of the absolute value of the characteristic polynomial, the eigenvalue counting function, and the field of fluctuations of the eigenvalues around their expected locations.

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