On fluctuations of matrix entries of regular functions of Wigner matrices with non-identically distributed entries

DOI10.1007/s10959-011-0396-xzbMath1280.15021arXiv1104.1663OpenAlexW2067182789MaRDI QIDQ376264

David Renfrew, Sean O'Rourke, Alexander B. Soshnikov

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1663

zbMATH Keywords

Wigner random matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items

Gaussian fluctuations for linear spectral statistics of large random covariance matrices, Universality for the Conjugate Gradient and MINRES Algorithms on Sample Covariance Matrices, Functional central limit theorems for Wigner matrices, Fluctuations of the diagonal entries of a large sample precision matrix, Central limit theorem for partial linear eigenvalue statistics of Wigner matrices, On finite rank deformations of Wigner matrices, A review of exact results for fluctuation formulas in random matrix theory, Random matrix theory in statistics: a review, Fluctuations of matrix entries of regular functions of Wigner matrices, Limiting behavior of eigenvectors of large Wigner matrices, A functional CLT for partial traces of random matrices, Central limit theorem for moments of spectral measures of Wigner matrices, Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices

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