Fluctuations of functions of Wigner matrices

Erdős, László and Schröder, Dominik (2016) Fluctuations of functions of Wigner matrices. Electronic Communications in Probability, 21. Article number: 86 . ISSN 1083589X

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Official URL: http://dx.doi.org/10.1214/16-ECP38

Abstract

We show that matrix elements of functions of N × N Wigner matrices fluctuate on a scale of order N−1/2 and we identify the limiting fluctuation. Our result holds for any function f of the matrix that has bounded variation thus considerably relaxing the regularity requirement imposed in [7, 11]. © 2016, University of Washington. All rights reserved.

Item Type: Article
DOI: 10.1214/16-ECP38
Uncontrolled Keywords: Central limit theorem, linear eigenvalue statistics, Non-Gaussian fluctuation
Subjects: 500 Science > 510 Mathematics
Research Group: Erdös Group
SWORD Depositor: Sword Import User
Depositing User: Sword Import User
Date Deposited: 26 Jan 2017 14:16
Last Modified: 04 Sep 2017 14:46
URI: https://repository.ist.ac.at/id/eprint/747

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