Joint global fluctuations of complex Wigner and deterministic matrices

DOI10.1142/S2010326322500150zbMATH Open1491.15041arXiv2010.02963OpenAlexW3185971281MaRDI QIDQ5863544FDOQ5863544

Authors: Camile Male, James A. Mingo, S. Péché, Roland Speicher 

Publication date: 1 June 2022

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Abstract: We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second order and the limiting covariance depends on more information on the deterministic matrices than their limiting *-distribution.

Full work available at URL: https://arxiv.org/abs/2010.02963

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zbMATH Keywords

free probabilityWigner matricesglobal fluctuationsdeterministic matrices

Mathematics Subject Classification ID

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

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Cited In (8)

• Gaussian fluctuations of the determinant of Wigner matrices
• Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI
• Fluctuation moments for regular functions of Wigner matrices
• Matrix denoising: Bayes-optimal estimators via low-degree polynomials
• Functional central limit theorems for Wigner matrices
• Asymptotic free independence and entry permutations for Gaussian random matrices. II: Infinitesimal freeness
• Thermalisation for Wigner matrices
• Fluctuation moments induced by conjugation with asymptotically liberating random matrix ensembles

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