An edge CLT for the log determinant of Laguerre beta ensembles

被引:0
|
作者
Collins-Woodfin, Elizabeth [1 ]
Le, Han Gia [2 ]
机构
[1] McGill Univ, Dept Math & Stat, Montreal, PQ, Canada
[2] Univ Michigan, Dept Math, Ann Arbor, MI USA
关键词
Laguerre beta ensemble; Edge statistics; FREE-ENERGY; FLUCTUATIONS; EIGENVALUES;
D O I
10.1214/23-AIHP1421
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We obtain a CLT for log | det(Mn - sn)| where Mn is a scaled Laguerre beta ensemble and sn = d+ + sigma nn-2/3 with d+ denoting the upper edge of the limiting spectrum of Mn and sigma n a slowly growing function (log log2 n << sigma n << log2 n). In the special cases of LUE and LOE, we prove that the CLT also holds for sigma n of constant order. A similar result was proved for Wigner matrices by Johnstone, Klochkov, Onatski, and Pavlyshyn. Obtaining this type of CLT of Laguerre matrices is of interest for statistical testing of critically spiked sample covariance matrices as well as free energy of bipartite spherical spin glasses at critical temperature.
引用
收藏
页码:83 / 128
页数:46
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