CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES

DOI10.1142/S2010326313500093zbMath1287.60012arXiv1304.6744MaRDI QIDQ2871281

Lingyun Li, Alexander B. Soshnikov

Publication date: 22 January 2014

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

Full work available at URL: https://arxiv.org/abs/1304.6744

zbMATH Keywords

random matrices; central limit theorem; linear eigenvalue statistics; band random matrices

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60B20: Random matrices (probabilistic aspects)

Related Items

Circular law for random block band matrices with genuinely sublinear bandwidth, Linear eigenvalue statistics of random matrices with a variance profile, Fluctuations of eigenvalues of patterned random matrices, Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices, Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices, Quantitative CLT for linear eigenvalue statistics of Wigner matrices, On fluctuations of eigenvalues of random band matrices, Universality in the fluctuation of eigenvalues of random circulant matrices, On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices, CLT for non-Hermitian random band matrices with variance profiles, The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case, Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices, Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries, On fluctuations for random band Toeplitz matrices

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