On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries

DOI10.1007/S10959-011-0396-XzbMATH Open1280.15021arXiv1104.1663OpenAlexW2067182789MaRDI QIDQ376264FDOQ376264

A. Soshnikov, D. Renfrew, Sean O'Rourke

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type conditions for the fourth moments of the off-diagonal entries and the second moments of the diagonal entries are satisfied. In addition, we relax our conditions on the test functions and require that for some $s>3int(1+|k|{)}^{2s}*|hatf(k){|}^2*dk<infty.$

Full work available at URL: https://arxiv.org/abs/1104.1663

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zbMATH Keywords

Wigner random matrix

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

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Cited In (14)

• Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices
• Fluctuations of linear eigenvalue statistics of random band matrices
• Fluctuations of the diagonal entries of a large sample precision matrix
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices
• A functional CLT for partial traces of random matrices
• Random matrix theory in statistics: a review
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Fluctations of the empirical law of large random matrices
• On finite rank deformations of Wigner matrices
• Central limit theorem for moments of spectral measures of Wigner matrices
• Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
• A review of exact results for fluctuation formulas in random matrix theory
• Functional central limit theorems for Wigner matrices
• Limiting behavior of eigenvectors of large Wigner matrices

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