Fluctuation moments for regular functions of Wigner matrices (Q6568339)

The goal of the paper is to compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, these formulas reproduce recent results and show that the underlying combinatorics of non-crossing partitions and annular non-crossing permutations continue to remain valid beyond the setting of second-order free probability theory. Note that a functional Central Limit Theorem for traces of such products has recently been established, and the limiting covariance was derived using a recursion. \N\N\NIn the present paper, the author supplies the combinatorial argument necessary to obtain the solution to the recursion and computes the limiting covariance explicitly. As an application, it allows identifying the fluctuation around the thermal value in certain thermalization problems. In the introduction to the paper, the author provides a very detailed and interesting description of previous results in this area.