Linear Eigenvalue Statistics at the cusp

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear eigenvalue statistics at the cusp-like singularities were not studied in any ensemble. Our analysis covers not only the exact cusps but the entire transitionary regime from the square-root singularity at a regular edge through the sharp cusp to the bulk. We identify a new one-parameter family of functionals that govern the limiting bias and variance, continuously interpolating between the previously known formulas in the bulk and at a regular edge. Since cusps are the only possible singularities besides the regular edges, our result gives a complete description of the linear eigenvalue statistics in all regimes.

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Publication Details

Journal
Probability Theory and Related Fields
Published
2025-04-15
DOI
https://doi.org/10.1007/s00440-025-01373-w
Primary Topic
Random Matrices and Applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Linear Eigenvalue Statistics at the cusp

Volodymyr Riabov
Probability Theory and Related Fields
Random Matrices and Applications
article

Linear Eigenvalue Statistics at the cusp

Volodymyr Riabov
article en

Abstract

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear eigenvalue statistics at the cusp-like singularities were not studied in any ensemble. Our analysis covers not only the exact cusps but the entire transitionary regime from the square-root singularity at a regular edge through the sharp cusp to the bulk. We identify a new one-parameter family of functionals that govern the limiting bias and variance, continuously interpolating between the previously known formulas in the bulk and at a regular edge. Since cusps are the only possible singularities besides the regular edges, our result gives a complete description of the linear eigenvalue statistics in all regimes.

Probability Theory and Related FieldsVol. 193(3-4)
Institute of Science and Technology Austria (AT)
Institute of Science and Technology Austria, European Research Council
Openalex Percentile: Top 92%
Random Matrices and Applications
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Linear Eigenvalue Statistics at the cusp — Volodymyr Riabov · Probability Theory and Related Fields (2025) | TGRS Research Map | TGRS