On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries (Q376264): Difference between revisions

The authors extend the results about fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in the work of \textit{A. Pizzo, D. Renfrew} and \textit{A. Soshnikov} [J. Stat. Phys. 146, No. 3, 550--591 (2012; Zbl 1246.60014)], to Wigner matrices with non-i.i.d. entries provided that certain Lindeberg type conditions for the fourth moments are satisfied.

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zbMATH Keywords

Wigner random matrix

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reviewed by

Andreas Arvanitoyeorgos

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MaRDI profile type

MaRDI publication profile

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cites work

An Introduction to Random Matrices

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Q4267666

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Central limit theorems for eigenvalues in a spiked population model

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Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix

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Q3105261

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Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices

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The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations

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The Functional Calculus

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Probability

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Q3477353

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On fluctuations of eigenvalues of random Hermitian matrices.

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Asymptotic properties of large random matrices with independent entries

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Some estimates of norms of random matrices

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Fluctuations of matrix elements of regular functions of Gaussian random matrices

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Central limit theorem for linear eigenvalue statistics of random matrices with independent entries

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Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices

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Fluctuations of matrix entries of regular functions of Wigner matrices

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Q3909512

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Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices

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On the distribution of the roots of certain symmetric matrices

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Identifiers

zbMATH Open document ID

1280.15021

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DOI

10.1007/s10959-011-0396-x

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:376264

@@ Property / author @@
-Alexander B. Soshnikov
@@ Property / author: Alexander B. Soshnikov / rank @@
-Normal rank
@@ Property / author @@
+Alexander B. Soshnikov
@@ Property / author: Alexander B. Soshnikov / rank @@
+Normal rank
@@ Property / review text @@
+The authors extend the results about fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in the work of \textit{A. Pizzo, D. Renfrew} and \textit{A. Soshnikov} [J. Stat. Phys. 146, No. 3, 550--591 (2012; Zbl 1246.60014)], to Wigner matrices with non-i.i.d. entries provided that certain Lindeberg type conditions for the fourth moments are satisfied.
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B52
@@ Property / Mathematics Subject Classification ID: 15B52 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B20
@@ Property / Mathematics Subject Classification ID: 60B20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6222283
@@ Property / zbMATH DE Number: 6222283 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Wigner random matrix
@@ Property / zbMATH Keywords: Wigner random matrix / rank @@
+Normal rank
@@ Property / reviewed by @@
+Andreas Arvanitoyeorgos
@@ Property / reviewed by: Andreas Arvanitoyeorgos / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2067182789
@@ Property / OpenAlex ID: W2067182789 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.1663
@@ Property / arXiv ID: 1104.1663 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Random Matrices
@@ Property / cites work: An Introduction to Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q4267666
@@ Property / cites work: Q4267666 / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for eigenvalues in a spiked population model
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
+Normal rank
@@ Property / cites work @@
+Q3105261
@@ Property / cites work: Q3105261 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
+Normal rank
@@ Property / cites work @@
+The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
+Normal rank
@@ Property / cites work @@
+The Functional Calculus
@@ Property / cites work: The Functional Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q3477353
@@ Property / cites work: Q3477353 / rank @@
+Normal rank
@@ Property / cites work @@
+On fluctuations of eigenvalues of random Hermitian matrices.
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of large random matrices with independent entries
+Normal rank
@@ Property / cites work @@
+Some estimates of norms of random matrices
@@ Property / cites work: Some estimates of norms of random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Fluctuations of matrix elements of regular functions of Gaussian random matrices
+Normal rank
@@ Property / cites work @@
+Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
+Normal rank
@@ Property / cites work @@
+Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
+Normal rank
@@ Property / cites work @@
+Fluctuations of matrix entries of regular functions of Wigner matrices
+Normal rank
@@ Property / cites work @@
+Q3909512
@@ Property / cites work: Q3909512 / rank @@
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
+Normal rank
@@ Property / cites work @@
+On the distribution of the roots of certain symmetric matrices
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:376264