Fluctuations of matrix entries of regular functions of Wigner matrices

DOI10.1007/s10955-011-0404-7zbMath1246.60014arXiv1103.1170OpenAlexW3105728987MaRDI QIDQ664471

David Renfrew, Alessandro Pizzo, Alexander B. Soshnikov

Publication date: 2 March 2012

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.1170

zbMATH Keywords

resolvent entriesWigner random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (13)

Gaussian fluctuations for linear spectral statistics of large random covariance matrices ⋮ On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries ⋮ Functional central limit theorems for Wigner matrices ⋮ Fluctuations of the diagonal entries of a large sample precision matrix ⋮ Complex outliers of Hermitian random matrices ⋮ On finite rank deformations of Wigner matrices ⋮ Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices ⋮ Limiting behavior of eigenvectors of large Wigner matrices ⋮ ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS ⋮ A functional CLT for partial traces of random matrices ⋮ Central limit theorem for moments of spectral measures of Wigner matrices ⋮ Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices ⋮ CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES

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