On fluctuations of eigenvalues of random band matrices

DOI10.1007/S10955-015-1324-8MaRDI QIDQ888935zbMATH OpenOpenAlexFDO

Authors M. V. Shcherbina

Publication date 5 November 2015

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.05762

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52)

Abstract: We consider the fluctuation of linear eigenvalue statistics of random band $nimesn$ matrices whose entries have the form $mathcal{M}_{ij}=b^{-1/2}{u}^{1/2}(|i-j|)ilde{w}_{ij}$ with i.i.d. $w_{ij}$ possessing the $(4+varepsilon)$th moment, where the function $u$ has a finite support $[-C^{\ast },C^{\ast }]$, so that $M$ has only $2C_{\ast }b+1$ nonzero diagonals. The parameter $b$ (called the bandwidth) is assumed to grow with $n$ in a way that $b/no0$. Without any additional assumptions on the growth of $b$ we prove CLT for linear eigenvalue statistics for a rather wide class of test functions. Thus we improve and generalize the results of the previous papers [8] and [11], where CLT was proven under the assumption $n>>b>>n^{1/2}$. Moreover, we develop a method which allows to prove automatically the CLT for linear eigenvalue statistics of the smooth test functions for almost all classical models of random matrix theory: deformed Wigner and sample covariance matrices, sparse matrices, diluted random matrices, matrices with heavy tales, etc.

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Cited in

(25)

• Central limit theorem for linear statistics of eigenvalues of band random matrices
• Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
• Fluctuations of eigenvalues of patterned random matrices
• CLT for non-Hermitian random band matrices with variance profiles
• Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
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• On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
• On the asymptotic distribution of eigenvalues of banded matrices

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