Central limit theorem for partial linear eigenvalue statistics of Wigner matrices

Abstract: In this paper, we study the complex Wigner matrices

M_{n} = f r a c 1 s q r t n W_{n}

whose eigenvalues are typically in the interval

[- 2, 2]

. Let

l a m b d a_{1} l e q l a m b d a_{2} ... l e q l a m b d a_{n}

be the ordered eigenvalues of

M_{n}

. Under the assumption of four matching moments with the Gaussian Unitary Ensemble(GUE), for test function

f

4-times continuously differentiable on an open interval including

[- 2, 2]

, we establish central limit theorems for two types of partial linear statistics of the eigenvalues. The first type is defined with a threshold

u

in the bulk of the Wigner semicircle law as

m a t h c a l A_{n} [f; u] = s u m_{l = 1}^{n} f (l a m b d a_{l}) m a t h b f 1_{l a m b d a_{l} l e q u}

. And the second one is

m a t h c a l B_{n} [f; k] = s u m_{l = 1}^{k} f (l a m b d a_{l})

with positive integer

k = k_{n}

such that

k / n i g h t a r r o w y i n (0, 1)

as

n

tends to infinity. Moreover, we derive a weak convergence result for a partial sum process constructed from

m a t h c a l B_{n} [f; l f l o o r n t f l o o r]

.

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