Fluctuations of deformed Wigner random matrices

DOI10.1007/S11464-012-0259-5MaRDI QIDQ372234zbMATH OpenOpenAlexFDO

Authors Zhonggen Su

Publication date 14 October 2013

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-012-0259-5

zbMATH Keywords

asymptotic expansionlinear statisticsdeformed Wigner matriceGaussian fluctuationStein's equation

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Recommendations

• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
• Edge universality for deformed Wigner matrices
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• Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
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Cites work

• A Simple Approach to the Global Regime of Gaussian Ensembles of Random Matrices
• An introduction to random matrices
• Asymptotic properties of large random matrices with independent entries
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Fluctuations of matrix elements of regular functions of Gaussian random matrices
• From Gumbel to Tracy-Widom
• On the distribution of the roots of certain symmetric matrices

Cited in

(6)

• Random characteristics for Wigner matrices
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
• Fluctuations of rectangular Young diagrams of interlacing Wigner eigenvalues
• Large deviations for extreme eigenvalues of deformed Wigner random matrices
• Edge universality for deformed Wigner matrices
• Quenched universality for deformed Wigner matrices

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