Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices
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Publication:2041806
DOI10.1214/20-AIHP1086zbMath1470.60014arXiv1909.12821OpenAlexW3138131050MaRDI QIDQ2041806
Yuanyuan Xu, Kevin Schnelli, Yi-Ting Li
Publication date: 23 July 2021
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.12821
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (8)
Pair dependent linear statistics for CβE ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Functional central limit theorems for Wigner matrices ⋮ Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles ⋮ Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Optimal multi-resolvent local laws for Wigner matrices ⋮ Spherical Sherrington-Kirkpatrick model for deformed Wigner matrix with fast decaying edges
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