Single eigenvalue fluctuations of general Wigner-type matrices
classification
🧮 math-ph
math.MPmath.PR
keywords
eigenvaluefluctuationsscalessinglegenerallargerlinearmatrices
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We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue around its classical location are Gaussian with a universal variance. Our method is based on a dynamical approach to mesoscopic linear spectral statistics which reduces their behavior on short scales to that on larger scales. We prove a central limit theorem for linear spectral statistics on larger scales via resolvent techniques and show that for certain classes of test functions, the leading-order contribution to the variance agrees with the GOE/GUE cases.
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