Fluctuations of matrix elements of regular functions of Gaussian random matrices

DOI10.1007/s10955-008-9665-1zbMath1161.60007OpenAlexW2124871801MaRDI QIDQ1012701

Anna Lytova, Leonid Pastur

Publication date: 22 April 2009

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

Full work available at URL: https://doi.org/10.1007/s10955-008-9665-1

zbMATH Keywords

random matricescentral limit theoremlinear eigenvalue statistics

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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FLUCTUATIONS OF MATRIX ENTRIES OF ANALYTIC FUNCTIONS OF NON-HERMITIAN RANDOM MATRICES, Nonstandard limit theorems and large deviations for the Jacobi beta ensemble, Fluctuations of deformed Wigner random 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, On the spectral form factor for random matrices, Fluctuations of matrix entries of regular functions of 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

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