Fluctuations of linear eigenvalue statistics of random band matrices

Publication date 23 September 2016

Abstract: In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by

M_{n} = f r a c 1 s q r t b_{n} W_{n}

, where

W_{n}

is a

n i m e s n

band Hermitian random matrix of bandwidth

b_{n}

, i.e., the diagonal elements and only first

b_{n}

off diagonal elements are nonzero. Also variances of the matrix elmements are upto a order of constant. We study the linear eigenvalue statistics

m a t h c a l N (p h i) = s u m_{i = 1}^{n} p h i (l a m b d a_{i})

of such matrices, where

l a m b d a_{i}

are the eigenvalues of

M_{n}

and

p h i

is a sufficiently smooth function. We prove that

s q r t f r a c b_{n} n [m a t h c a l N (p h i) - m a t h b b E m a t h c a l N (p h i)] s t a c k r e l d o N (0, V (p h i))

for

b_{n} > > s q r t n

, where

V (p h i)

is given in the Theorem 1.

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