Central limit theorem for traces of large random symmetric matrices with independent matrix elements

DOI10.1007/BF01245866zbMath0912.15027OpenAlexW1977845152MaRDI QIDQ4213126

Yakov G. Sinai, Alexander B. Soshnikov

Publication date: 25 May 1999

Published in: [https://portal.mardi4nfdi.de/entity/Q2710393 Boletim da Sociedade Brasileira de Matem�tica] (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01245866

zbMATH Keywords

random walkseigenvalue distributionasymptotic behaviourcentral limit theoremmaximal eigenvaluetracesuniversality conjecturereal symmetric random matricesWigner ensemble

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Random matrices (algebraic aspects) (15B52)

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