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

DOI10.1142/s2010326321500416zbMath1523.60020OpenAlexW3129948792MaRDI QIDQ6063728

Unnamed Author, 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

random matricescentral limit theoremstochastic block modeleigenvalue statistics

Mathematics Subject Classification ID

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

Cites Work

• Characteristic vectors of bordered matrices with infinite dimensions
• On the distribution of the roots of certain symmetric matrices
• A CLT for a band matrix model
• On the convergence of the spectral empirical process of Wigner matrices
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Spectral analysis of large dimensional random matrices
• Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
• CLT for linear spectral statistics of large-dimensional sample covariance matrices.
• Eigenvector distribution of Wigner matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• Universality of Wigner random matrices: a survey of recent results
• Central limit theorem for traces of large random symmetric matrices with independent matrix elements
• Asymptotic properties of large random matrices with independent entries
• Fluctations of the empirical law of large random matrices
• A goodness-of-fit test for stochastic block models
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