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.
Authors
- Volodymyr Riabov (ORCID: https://orcid.org/0009-0007-4989-7524)
Institutions
- Institute of Science and Technology Austria (AT)
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
Funders
- Institute of Science and Technology Austria
- European Research Council