arXiv subjects

Emma Hovhannisyan

Publications and source records attributed to Emma Hovhannisyan.

5 recordsLinked to original sources

arXiv2019

The limiting characteristic polynomial of classical random matrix ensembles

We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the Gaussian Unitary Ensemble. In fact, the result is the by-product of a general limit theorem for the convergence of random entire functions whose zeros present a simple regularity property.

math.PR↗

arXiv2018

Precise Limit Theorems for Lacunary Series

Lacunary trigonometric and Walsh series satisfy limiting results that are typical for i.i.d. random variables such as the central limit theorem (Salem, Zygmund 1947), the law of the iterated logarithm (Weiss 1959) and several probability related limit theorems. For Hölder continuous, periodic functions this phenomenon does not hold in general. Kac (1946, 1949) showed the validity of the central limit theorem for the sequence $\left(f(2^k x)\right)_k$ and in the case of "big gaps''. In this paper, we present an alternative approach to prove the above theorem based on martingale theory, which allows us to generalize the theorem to infinite product spaces of arbitrary probability spaces, equipped with the shift operator. In addition, we show the local limit theorems for lacunary trigonometric and Walsh series, and for Hölder continuous, periodic functions in the case of "big gaps''. We also establish Berry-Esseen bounds and moderate deviations for lacunary Walsh series. Furthermore, we identify the scale at which the validity of the Gaussian approximation for the tails breaks. To derive these limiting results, the framework of mod-Gaussian convergence has been used.

math.PR↗

arXiv2017

Asymptotic results in solvable two-charge models

Rider, Sinclair and Xu (2013) introduced a solvable two charge ensemble of interacting charged particles on the real line in the presence of the harmonic oscillator potential. It can be seen as a special form of a grand canonical ensemble with the total charge being fixed and unit charge particles being random. Moreover, it serves as an interpolation between the Gaussian orthogonal and the Gaussian symplectic ensembles and maintains the Pfaffian structure of the eigenvalues. A similar solvable ensemble of charged particles on the unit circle was studied by Shum and Sinclair (2014) and Forrester (2010). In this paper we explore the sharp asymptotic behavior of the number of unit charge particles on the line and on the circle, as the total charge goes to infinity. We establish extended central limit theorems, Berry-Esseen estimates and precise moderate deviations using the machinery of the mod-Gaussian convergence. Also a large deviation principle is derived using the Gärtner-Ellis theorem.

math.PR↗

arXiv2017

Mod-Gaussian convergence for random determinants and random characteristic polynomials

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles and random characteristic polynomials evaluated at 1 for matrices in the Circular and Circular Jacobi beta ensembles. We use the framework of mod-Gaussian convergence to provide quantitative estimates of their logarithmic behavior, as the size of the ensemble grows to infinity. We establish central limit theorems, Berry-Esseen bounds, moderate deviations and local limit theorems. Furthermore, we identify the scale at which the validity of the Gaussian approximation for the tails breaks. With the exception of the Gaussian ensemble, all the results are obtained for a continuous choice of the Dyson parameter, that is for general $β>0$. The proofs rely on explicit computations which are possible thanks to closed product formulas of the Laplace transforms.

math.PR↗

arXiv2017

Asymptotic properties of the density of particles in $β$-ensembles

We extend recent results on the Asymptotic Equipartition Property for the density of $n$ particles in $β$-ensembles, as $n$ tends to infinity. We prove the Large Deviation Principle of the log-density for a general potential and the mod-gaussian convergence in the classical examples.

math.PR↗