Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices

DOI10.1007/S11425-014-4782-6zbMATH Open1309.60015OpenAlexW2260693005MaRDI QIDQ477066FDOQ477066

Authors: Junshan Xie 

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4782-6

Recommendations

• Gaussian fluctuations of eigenvalues in Wigner random matrices
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
• Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case
• Gaussian fluctuations of the determinant of Wigner matrices
• Gaussian fluctuations in the equipartition principle for Wigner matrices
• On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
• Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices
• Gaussian fluctuations of eigenvalues in the GUE

zbMATH Keywords

central limit theoremlinear eigenvalue statisticsdilute Wigner matrices

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Cites Work

• Fluctuations of eigenvalues and second order Poincaré inequalities
• Parameter and state model reduction for large-scale statistical inverse problems
• An introduction to random matrices
• Gaussian limit for determinantal random point fields.
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Asymptotic expansions for the Gaussian unitary ensemble
• Central limit theorem for signal-to-interference ratio of reduced rank linear receiver
• The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
• On fluctuations of eigenvalues of random Hermitian matrices.
• Cooperative Global Robust Output Regulation for a Class of Nonlinear Multi-Agent Systems With a Nonlinear Leader
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• On the distribution of the roots of certain symmetric matrices
• A CLT for a band matrix model
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• CLT for linear spectral statistics of Wigner matrices
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Title not available (Why is that?)
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements
• Asymptotic properties of large random matrices with independent entries
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Linear functionals of eigenvalues of random matrices
• On the convergence of the spectral empirical process of Wigner matrices
• Gaussian fluctuations for non-Hermitian random matrix ensembles
• On the Wigner law in dilute random matrices
• Asymptotic properties of resolvents of large dilute Wigner random matrices
• The Functional Calculus
• Semicircle Law for Hadamard Products
• Eigenvalue distribution of large dilute random matrices
• On dilute unitary random matrices

Cited In (6)

• Replica-symmetric approach to the typical eigenvalue fluctuations of Gaussian random matrices
• Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
• Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices
• Gaussian fluctuations for linear spectral statistics of large random covariance matrices
• Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles

This page was built for publication: Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q477066)