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1. Verfasser: Mody, Krishnan
Format: Preprint
Veröffentlicht: 2023
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Online-Zugang:https://arxiv.org/abs/2302.05956
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author Mody, Krishnan
author_facet Mody, Krishnan
contents We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint fluctuations of the eigenvalues are also log-correlated. Our argument mirrors that of \cite{BouMod2019}, which is in turn based on the three-step argument of \cite{ErdPecRmSchYau2010,ErdSchYau2011Uni}, but applies to a wider class of models, and at the edge of the spectrum. We rely on (i) the results in the Gaussian cases, special cases of the results in \cite{BouModPai2021}, (ii) the local laws of \cite{ErdYauYin2012}(iii) the observable \cite{Bou2020} introduced and its analysis of the stochastic advection equation this observable satisfies, and (iv) the argument for a central limit theorem on mesoscopic scales in \cite{LanLopSos2021}. For the proof, we also establish a Wegner estimate and local law down to the microscopic scale, both at the edge of the spectrum.
format Preprint
id arxiv_https___arxiv_org_abs_2302_05956
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle The log-Characteristic Polynomial of Generalized Wigner Matrices is Log-Correlated
Mody, Krishnan
Probability
15B52
We prove that in the limit of large dimension, the distribution of the logarithm of the characteristic polynomial of a generalized Wigner matrix converges to a log-correlated field. In particular, this shows that the limiting joint fluctuations of the eigenvalues are also log-correlated. Our argument mirrors that of \cite{BouMod2019}, which is in turn based on the three-step argument of \cite{ErdPecRmSchYau2010,ErdSchYau2011Uni}, but applies to a wider class of models, and at the edge of the spectrum. We rely on (i) the results in the Gaussian cases, special cases of the results in \cite{BouModPai2021}, (ii) the local laws of \cite{ErdYauYin2012}(iii) the observable \cite{Bou2020} introduced and its analysis of the stochastic advection equation this observable satisfies, and (iv) the argument for a central limit theorem on mesoscopic scales in \cite{LanLopSos2021}. For the proof, we also establish a Wegner estimate and local law down to the microscopic scale, both at the edge of the spectrum.
title The log-Characteristic Polynomial of Generalized Wigner Matrices is Log-Correlated
topic Probability
15B52
url https://arxiv.org/abs/2302.05956