On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles
2016 ◽
Vol 05
(02)
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pp. 1650007
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Keyword(s):
We consider the ensemble of [Formula: see text] random matrices [Formula: see text], where [Formula: see text] and [Formula: see text] are non-random, unitary, having the limiting Normalized Counting Measure (NCM) of eigenvalues, and [Formula: see text] is unitary, uniformly distributed over [Formula: see text]. We find the leading term of the covariance of traces of resolvent of [Formula: see text] and establish the Central Limit Theorem for sufficiently smooth linear eigenvalue statistics of [Formula: see text] as [Formula: see text].
2015 ◽
Vol 29
(3)
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pp. 1121-1191
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1984 ◽
Vol s3-49
(3)
◽
pp. 423-444
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Keyword(s):
2007 ◽
pp. 399-416
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Keyword(s):