On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles

DOI10.1142/S2010326316500076MaRDI QIDQ2809332zbMATH OpenFDO

Authors Vladimir Vasilchuk

Publication date 27 May 2016

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

central limit theoremeigenvaluesrandom matriceslimit laws

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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Cites work

• Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Eigenvalue distribution of large random matrices
• Free Random Variables
• Multiplication of free random variables and the S-transform: the case of vanishing mean
• On the law of addition of random matrices.
• On the law of addition of random matrices: covariance and the central limit theorem for traces of resolvent
• On the law of addition of random matrices: covariance of traces of resolvent for random summands
• On the law of multiplication of random matrices
• Second order freeness and fluctuations of random matrices. II: Unitary random matrices
• Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants

Cited in

(4)

• Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
• Gaussian fluctuations for products of random matrices
• Fluctuations of \(\beta\)-Jacobi product processes
• On the fluctuations of entries of matrices whose randomness is due to classical groups

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