Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices

DOI10.1137/S0040585X97T987788zbMath1348.15024arXiv1412.2445MaRDI QIDQ2821764

Koushik Saha, Indrajit Jana, Alexander B. Soshnikov

Publication date: 23 September 2016

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.2445

zbMATH Keywords

Gaussian distributioncentral limit theoremWigner matrixlinear eigenvalue statisticssemicircular lawband random matrixHermitian random matrix

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items

CLT for non-Hermitian random band matrices with variance profiles, Time dependent fluctuations of linear eigenvalue statistics of some patterned matrices, Fluctuations of eigenvalues of patterned random matrices, Universality in the fluctuation of eigenvalues of random circulant matrices, On fluctuations of eigenvalues of random band matrices, Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices, Quantitative CLT for linear eigenvalue statistics of Wigner matrices, A review of exact results for fluctuation formulas in random matrix theory, Circular law for random block band matrices with genuinely sublinear bandwidth, On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices, Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries, Asymptotic behaviour of linear eigenvalue statistics of Hankel matrices, Linear eigenvalue statistics of random matrices with a variance profile

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