Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
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Publication:1942212
DOI10.1007/s10955-012-0663-yzbMath1259.82048arXiv1206.0508OpenAlexW2021481737MaRDI QIDQ1942212
Wang Zhou, Guangming Pan, Zhigang Bao
Publication date: 18 March 2013
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.0508
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)
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Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices, Gaussian fluctuations for linear spectral statistics of large random covariance matrices, Cointegration in large VARs, Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory, Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices, A review of exact results for fluctuation formulas in random matrix theory, Partial linear eigenvalue statistics for Wigner and sample covariance random matrices, Applications of mesoscopic CLTs in random matrix theory, Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case, Ferromagnetic to paramagnetic transition in spherical spin glass, CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES
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