CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES

DOI10.1142/S2010326313500093zbMath1287.60012arXiv1304.6744OpenAlexW2116650110MaRDI QIDQ2871281

Lingyun Li, Alexander B. Soshnikov

Publication date: 22 January 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6744

zbMATH Keywords

random matricescentral limit theoremlinear eigenvalue statisticsband random matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

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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, On fluctuations for random band Toeplitz 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, The Altshuler-Shklovskii formulas for random band matrices. I: The unimodular case, 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, Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices, Linear eigenvalue statistics of random matrices with a variance profile

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