Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
From MaRDI portal
Publication:2450794
DOI10.1016/j.aim.2013.09.004zbMath1292.60008arXiv1210.5666OpenAlexW1975757206MaRDI QIDQ2450794
Publication date: 16 May 2014
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.5666
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (28)
Fractional Brownian motion with Hurst index \({H = 0}\) and the Gaussian unitary ensemble ⋮ Central limit theorem for linear eigenvalue statistics of elliptic random matrices ⋮ Asymptotically efficient estimation of smooth functionals of covariance operators ⋮ Spectral statistics of the uni-modular ensemble ⋮ Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices ⋮ Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory ⋮ Global eigenvalue fluctuations of random biregular bipartite graphs ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Functional central limit theorems for Wigner matrices ⋮ Functional CLT for non-Hermitian random matrices ⋮ On the spectral form factor for random matrices ⋮ Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ On the CLT for Linear Eigenvalue Statistics of a Tensor Model of Sample Covariance Matrices ⋮ Dyson Brownian motion for general \(\beta\) and potential at the edge ⋮ Partial linear eigenvalue statistics for Wigner and sample covariance random matrices ⋮ Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles ⋮ A random walk approach to linear statistics in random tournament ensembles ⋮ Mesoscopic fluctuations for unitary invariant ensembles ⋮ Rigidity and a mesoscopic central limit theorem for Dyson Brownian motion for general \(\beta\) and potentials ⋮ Central limit theorem for linear spectral statistics of large dimensional quaternion sample covariance matrices ⋮ The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices ⋮ Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices ⋮ Mesoscopic linear statistics of Wigner matrices of mixed symmetry class ⋮ Random matrix products: universality and least singular values ⋮ Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices ⋮ Linear eigenvalue statistics of random matrices with a variance profile
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A central limit theorem for the determinant of a Wigner matrix
- Universality for generalized Wigner matrices with Bernoulli distribution
- A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
- Rigidity of eigenvalues of generalized Wigner matrices
- A CLT for a band matrix model
- Fluctuations of eigenvalues and second order Poincaré inequalities
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- A refinement of Wigner's semicircle law in a neighborhood of the spectrum edge for random symmetric matrices
- Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
- Gaussian fluctuations of eigenvalues in the GUE
- Bulk universality for generalized Wigner matrices
- On fluctuations of eigenvalues of random Hermitian matrices.
- Linear functionals of eigenvalues of random matrices
- Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs: Diluted regime
- Fourier Analysis and Nonlinear Partial Differential Equations
- Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Bulk universality for Wigner matrices
- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- Theorems on Fourier Series and Power Series
- Theorems on Fourier Series and Power Series (II)†
- Theorems on Fourier Series and Power Series(III)
- Fluctations of the empirical law of large random matrices
- Universality of the local spacing distribution in certain ensembles of Hermitian Wigner matrices
This page was built for publication: Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
