相关随机矩阵的介观特征值统计
Mesoscopic eigenvalue statistics for correlated random matrices
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中文总结 AI 辅助
研究相关厄米特随机矩阵线性特征值统计的介观中心极限定理,通过结合多元累积量展开、多预解式局部定律及对方差核的分析来证明,涵盖多种相关矩阵模型。
中文摘要 AI 辅助
我们证明了相关厄米特随机矩阵线性特征值统计的介观中心极限定理。这里考虑的矩阵类包括维格纳及维格纳型矩阵,以及元素相关性在指标对距离上多项式衰减的模型。证明结合了多元累积量展开、多预解式局部定律以及对算子层面所得方差核的详细分析。
英文摘要
We prove a mesoscopic central limit theorem for linear eigenvalue statistics of correlated Hermitian random matrices. The class considered here includes Wigner and Wigner-type matrices, as well as models whose entry correlations decay polynomially in the distance between index pairs. The proof combines a multivariate cumulant expansion with multi-resolvent local laws and a detailed analysis of the resulting variance kernel on the operator-level.