Fluctuations of matrix entries of regular functions of Wigner matrices
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Publication:664471
DOI10.1007/s10955-011-0404-7zbMath1246.60014arXiv1103.1170MaRDI QIDQ664471
David Renfrew, Alessandro Pizzo, Alexander B. Soshnikov
Publication date: 2 March 2012
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.1170
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ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS, Central limit theorem for moments of spectral measures of Wigner matrices, Functional central limit theorems for Wigner matrices, Fluctuations of the diagonal entries of a large sample precision matrix, Gaussian fluctuations for linear spectral statistics of large random covariance matrices, On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries, Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices, Limiting behavior of eigenvectors of large Wigner matrices, Complex outliers of Hermitian random matrices, On finite rank deformations of Wigner matrices, A functional CLT for partial traces of random matrices, Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices, CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES
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