Fluctuations of functions of Wigner matrices

DOI10.1214/16-ECP38zbMath1355.60011arXiv1610.07084OpenAlexW2543153714MaRDI QIDQ506692

László Erdős, Dominik Schröder

Publication date: 2 February 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.07084

zbMATH Keywords

central limit theoremlinear eigenvalue statisticsnon-Gaussian fluctuation

Mathematics Subject Classification ID

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

Related Items (4)

Functional central limit theorems for Wigner matrices ⋮ Dynamics of a rank-one perturbation of a Hermitian matrix ⋮ Local Marchenko–Pastur law at the hard edge of the sample covariance ensemble ⋮ Discrete derivative asymptotics of the β-Hermite eigenvalues

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