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Central limit theorem for traces of large random symmetric matrices with independent matrix elements - MaRDI portal

Central limit theorem for traces of large random symmetric matrices with independent matrix elements (Q4213126)

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scientific article; zbMATH DE number 1210023
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Central limit theorem for traces of large random symmetric matrices with independent matrix elements
scientific article; zbMATH DE number 1210023

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    Central limit theorem for traces of large random symmetric matrices with independent matrix elements (English)
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    25 May 1999
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    central limit theorem
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    traces
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    eigenvalue distribution
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    maximal eigenvalue
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    random walks
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    Wigner ensemble
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    real symmetric random matrices
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    asymptotic behaviour
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    universality conjecture
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