Fluctuations of matrix entries of regular functions of Wigner matrices (Q664471): Difference between revisions

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Property / author: Alessandro Pizzo / rank
 
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Property / author: Alexander B. Soshnikov / rank
 
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Latest revision as of 23:30, 4 July 2024

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Fluctuations of matrix entries of regular functions of Wigner matrices
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    Fluctuations of matrix entries of regular functions of Wigner matrices (English)
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    2 March 2012
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    Let \(X_n\) be an \(n\times n\) Wigner random matrix, the authors investigated the fluctuation of the matrix entries of the regular function \(f(X_n)\) when \(n\) goes to infinity under certain conditions on \(f\) and \(X_n\). The same problem was studied by \textit{A. Lytova} and \textit{L. Pastur} in the case of Gaussian orthogonal ensembles and Gaussian unitary ensembles[J. Stat. Phys. 134, No. 1, 147--159 (2009; Zbl 1161.60007)].
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    Wigner random matrices
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    resolvent entries
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