Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case

DOI10.1007/S10955-016-1618-5MaRDI QIDQ523194zbMATH OpenOpenAlexFDO

Authors Shaochen Wang, Wang Zhou, Guangming Pan

Publication date 20 April 2017

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

Full work available at URL https://hdl.handle.net/10356/85600

zbMATH Keywords

fluctuation theoremlinear eigenvalue statisticWigner matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cites work

• A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
• Asymptotic Theory for Principal Component Analysis
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
• CLT for linear spectral statistics of Wigner matrices
• Eigenvalue variance bounds for Wigner and covariance random matrices
• Gaussian fluctuations of eigenvalues in the GUE
• scientific article; zbMATH DE number 5691097 (Why is no real title available?)
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models
• Orthogonal polynomials and random matrices: a Riemann-Hilbert approach.
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Random matrices: universality of local eigenvalue statistics
• Random matrices: Universality of local eigenvalue statistics up to the edge
• Rigidity of eigenvalues of generalized Wigner matrices
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities

Cited in

(10)

• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
• Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
• Edge fluctuations of eigenvalues of Wigner matrices
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
• Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
• Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
• Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices
• Partial linear eigenvalue statistics for Wigner and sample covariance random matrices
• Fluctuations of functions of Wigner matrices
• Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices

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