Fluctuations of linear statistics of half-heavy-tailed random matrices

DOI10.1016/j.spa.2016.04.030zbMath1388.60021arXiv1410.5624OpenAlexW2264553452MaRDI QIDQ326832

Florent Benaych-Georges, Anna V. Maltsev

Publication date: 12 October 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.5624

zbMATH Keywords

random matricescentral limit theoremheavy-tailed random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items

Density and spacings for the energy levels of quadratic Fermi operators, Corrigendum to: ``Fluctuations of linear statistics of half-heavy-tailed random matrices, Covariance kernel of linear spectral statistics for half-heavy tailed Wigner matrices, Single eigenvalue fluctuations of general Wigner-type matrices, Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance

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