Mesoscopic central limit theorem for non-Hermitian random matrices

Summary

We extend our previous result on the CLT for the linear statistics of IID random matrices to the entire mesoscopic regime.

Abstract

We prove that the mesoscopic linear statistics $\sum_i f(n^a(\sigma_i-z_0))$ of the eigenvalues $\{\sigma_i\}_i$ of large $n\times n$ non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any $H^{2}_0$-functions $f$ around any point $z_0$ in the bulk of the spectrum on any mesoscopic scale $0<a<1/2$. This extends our previous result [arXiv:1912.04100], that was valid on the macroscopic scale, $a=0$, to cover the entire mesoscopic regime. The main novelty is a local law for the product of resolvents for the Hermitization of $X$ at spectral parameters $z_1, z_2$ with an improved error term in the entire mesoscopic regime $|z_1-z_2|\gg n^{-1/2}$. The proof is dynamical; it relies on a recursive tandem of the characteristic flow method and the Green function comparison idea combined with a separation of the unstable mode of the underlying stability operator.

Paper

2210.12060.pdf