A note on the central limit theorem for the eigenvalue counting function of Wigner matrices

DOI10.1214/ECP.V16-1634zbMath1226.60009arXiv1101.2553OpenAlexW2085755369MaRDI QIDQ638269

Sandrine Dallaporta, Van H. Vu

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.2553

zbMATH Keywords

random matricescentral limit theoremlocalizationeigenvalue counting functionfour moment theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items (10)

Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices ⋮ Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Single eigenvalue fluctuations of general Wigner-type matrices ⋮ Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices ⋮ Applications of mesoscopic CLTs in random matrix theory ⋮ A random walk approach to linear statistics in random tournament ensembles ⋮ Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case ⋮ Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach ⋮ Limit Theorems for the Counting Function of Eigenvalues up to Edge in Covariance Matrices

This page was built for publication: A note on the central limit theorem for the eigenvalue counting function of Wigner matrices