Central limit theorem for linear statistics of eigenvalues of band random matrices (Q2871281)
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scientific article; zbMATH DE number 6249060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorem for linear statistics of eigenvalues of band random matrices |
scientific article; zbMATH DE number 6249060 |
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22 January 2014
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random matrices
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central limit theorem
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band random matrices
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linear eigenvalue statistics
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Central limit theorem for linear statistics of eigenvalues of band random matrices (English)
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The authors prove a central limit theorem for linear statistics of the eigenvalues of band random matrices with independent entries provided the radius of the band \(b_n\) satisfies \(\sqrt n\ll b_n \ll n\) and the test functions are sufficiently smooth. In their proofs, the authors follow the approach of \textit{A. Lytova} and \textit{L. Pastur} [Ann. Probab. 37, No. 5, 1778--1840 (2009; Zbl 1180.15029)].
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