Central limit theorem for traces of large random symmetric matrices with independent matrix elements

DOI10.1007/BF01245866zbMath0973.01040OpenAlexW1977845152MaRDI QIDQ4213125

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Publication date: 15 December 1998

Published in: [https://portal.mardi4nfdi.de/entity/Q2710393 Boletim da Sociedade Brasileira de Matem�tica] (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01245866

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Obituary

Mathematics Subject Classification ID

Biographies, obituaries, personalia, bibliographies (01A70)

Related Items (8)

CLT for non-Hermitian random band matrices with variance profiles ⋮ Fluctuations of eigenvalues of patterned random matrices ⋮ Large deviation principles via spherical integrals ⋮ Partial linear eigenvalue statistics for Wigner and sample covariance random matrices ⋮ Fluctuations of linear eigenvalue statistics of reverse circulant and symmetric circulant matrices with independent entries ⋮ On eigenvalues of a high-dimensional spatial-sign covariance matrix ⋮ Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs ⋮ Optimal signal detection in some spiked random matrix models: likelihood ratio tests and linear spectral statistics

Cites Work

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• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• The eigenvalues of random symmetric matrices
• The strong limits of random matrix spectra for sample matrices of independent elements
• Limiting eigenvalue distribution for band random matrices
• On orthogonal and symplectic matrix ensembles
• On the asymptotic distribution of the eigenvalues of random matrices
• On the 1/N corrections to the Green functions of random matrices with independent entries
• Asymptotic properties of large random matrices with independent entries
• On Wigner's semicircle law for the eigenvalues of random matrices

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