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math.PR2019
Global fluctuations for Multiple Orthogonal Polynomial Ensembles
Maurice Duits, Benjamin Fahs, Rostyslav Kozhan
We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an importa…
math.PR2019
How much can the eigenvalues of a random Hermitian matrix fluctuate?
Tom Claeys, Benjamin Fahs, Gaultier Lambert +1
The goal of this article is to study how much the eigenvalues of large Hermitian random matrices deviate from certain deterministic locations -- or in other words, to investigate o…