3 papers
math.PR2023
Norm Convergence Rate for Multivariate Quadratic Polynomials of Wigner Matrices
Jacob Fronk, Torben Krüger, Yuriy Nemish
We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting s…
math-ph2023
Local Statistics in Normal Matrix Models with Merging Singularity
Torben Krüger, Seung-Yeop Lee, Meng Yang
We study the normal matrix model, also known as the two-dimensional one-component plasma at a specific temperature, with merging singularity. As the number of particles tends t…
math.PR2023
Mesoscopic Spectral CLT for Block Correlated Random Matrices
Torben Krüger, Yuriy Nemish
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance whi…