Fluctuations of the Stieltjes transform of the empirical spectral distribution of selfadjoint polynomials in Wigner and deterministic diagonal matrices

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Publication:6373399




Abstract: We investigate the fluctuations around the mean of the Stieltjes transform of the empirical spectral distribution of any selfadjoint noncommutative polynomial in a Wigner matrix and a deterministic diagonal matrix. We obtain the convergence in distribution to a centred complex Gaussian process whose covariance is expressed in terms of operator-valued subordination functions.











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