On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments

DOI10.1142/S2010326321500416MaRDI QIDQ6063728zbMATH OpenOpenAlexFDO

Authors Jian-Feng Yao

Publication date 8 November 2023

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

Full work available at URL https://doi.org/10.1142/s2010326321500416

zbMATH Keywords

central limit theoremeigenvalue statisticsrandom matricesstochastic block model

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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Cites work

• A CLT for a band matrix model
• A goodness-of-fit test for stochastic block models
• 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 traces of large random symmetric matrices with independent matrix elements
• Characteristic vectors of bordered matrices with infinite dimensions
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Eigenvector distribution of Wigner matrices
• Fluctations of the empirical law of large random matrices
• scientific article; zbMATH DE number 1347881 (Why is no real title available?)
• Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
• Local semicircle law for Wigner matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• On the convergence of the spectral empirical process of Wigner matrices
• On the distribution of the roots of certain symmetric matrices
• Spectral analysis of large dimensional random matrices
• Universality of Wigner random matrices: a survey of recent results

Cited in

(9)

• CLT for linear spectral statistics of Wigner matrices
• Partial generalized four moment theorem revisited
• Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
• CLT for linear spectral statistics of Hermitian Wigner matrices with general moment conditions
• CLT for spectra of submatrices of Wigner random matrices
• Central limit theorem for linear spectral statistics of block-Wigner-type matrices
• A spectral based goodness-of-fit test for stochastic block models
• An edge CLT for the log determinant of Wigner ensembles
• A CLT for a band matrix model

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