Joint global fluctuations of complex Wigner and deterministic matrices
From MaRDI portal
Publication:5863544
DOI10.1142/S2010326322500150zbMath1491.15041arXiv2010.02963OpenAlexW3185971281MaRDI QIDQ5863544
James A. Mingo, Camile Male, Roland Speicher, Sandrine Péché
Publication date: 1 June 2022
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.02963
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (2)
Fluctuation moments induced by conjugation with asymptotically liberating random matrix ensembles ⋮ Functional central limit theorems for Wigner matrices
Cites Work
- Unnamed Item
- Unnamed Item
- The limiting distributions of large heavy Wigner and arbitrary random matrices
- Fluctuations of linear eigenvalue statistics of \(\beta \) matrix models in the multi-cut regime
- Free probability and random matrices
- Sharp bounds for sums associated to graphs of matrices
- On the distribution of the roots of certain symmetric matrices
- Large random matrices: Lectures on macroscopic asymptotics. École d'Été des Probabilités de Saint-Flour XXXVI -- 2006
- Some limit theorems for the eigenvalues of a sample covariance matrix
- Limit laws for random matrices and free products
- On certain free product factors via an extended matrix model
- The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
- On fluctuations of eigenvalues of random Hermitian matrices.
- Freeness over the diagonal for large random matrices
- Second order freeness and fluctuations of random matrices. I: Gaussian and Wishart matrices and cyclic Fock spaces
- Real Second-Order Freeness and the Asymptotic Real Second-Order Freeness of Several Real Matrix Models
- Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
- Lectures on the Combinatorics of Free Probability
- An Introduction to Random Matrices
- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices
- Traffic Distributions and Independence: Permutation Invariant Random Matrices and the Three Notions of Independence
- Asymptotic properties of large random matrices with independent entries
- Real second order freeness and Haar orthogonal matrices
This page was built for publication: Joint global fluctuations of complex Wigner and deterministic matrices
