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Global spectral fluctuations in the Gaussian Unitary Ensemble

Published 20 Oct 2015 in math.PR, math-ph, and math.MP | (1510.05867v1)

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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