Fluctuations of linear eigenvalues statistics for Wigner matrices: edge case

DOI10.1007/s10955-016-1618-5zbMath1367.15055OpenAlexW2522434615MaRDI QIDQ523194

Wang Zhou, Shaochen Wang, Guangming Pan

Publication date: 20 April 2017

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/10356/85600

zbMATH Keywords

fluctuation theoremWigner matrixlinear eigenvalue statistic

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory

Cites Work

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• Random matrices: universality of local eigenvalue statistics
• A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
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• Gaussian fluctuations of eigenvalues in the GUE
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
• Random matrices: Universality of local eigenvalue statistics up to the edge
• EIGENVALUE VARIANCE BOUNDS FOR WIGNER AND COVARIANCE RANDOM MATRICES
• Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models
• Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture
• Asymptotic Theory for Principal Component Analysis

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