Fluctuations of functions of Wigner matrices

DOI10.1214/16-ECP38MaRDI QIDQ506692zbMATH OpenOpenAlexFDO

Authors László Erdős, Dominik Schröder

Publication date 2 February 2017

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

Full work available at URL https://arxiv.org/abs/1610.07084, https://projecteuclid.org/euclid.ecp/1483347665

zbMATH Keywords

central limit theoremlinear eigenvalue statisticsnon-Gaussian fluctuation

Mathematics Subject Classification ID

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

Abstract: We show that matrix elements of functions of $NimesN$ Wigner matrices fluctuate on a scale of order $N^{-1/2}$ and we identify the limiting fluctuation. Our result holds for any function $f$ of the matrix that has bounded variation and thus considerably relaxes the regularity requirement imposed in [7,11].

Recommendations

• Fluctuations of matrix entries of regular functions of Wigner matrices
• Fluctations of the empirical law of large random matrices
• On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries
• Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
• Functional central limit theorems for Wigner matrices

Cited in

(15)

• Thermalisation for Wigner matrices
• Normal fluctuation in quantum ergodicity for Wigner matrices
• Random characteristics for Wigner matrices
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
• On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries
• Discrete derivative asymptotics of the \(\beta\)-Hermite eigenvalues
• Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
• Fluctuations of matrix entries of regular functions of sample covariance random matrices
• Joint global fluctuations of complex Wigner and deterministic matrices
• Fluctations of the empirical law of large random matrices
• Functional central limit theorems for Wigner matrices
• Dynamics of a rank-one perturbation of a Hermitian matrix
• Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble
• Fluctuation moments for regular functions of Wigner matrices
• Fluctuations of matrix entries of regular functions of Wigner matrices

This page was built for publication: Fluctuations of functions of Wigner matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q506692)