Fluctuations of functions of Wigner matrices
Erdös L, Schröder DJ. 2017. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 21, 86.
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Abstract
We show that matrix elements of functions of N × N Wigner matrices fluctuate on a scale of order N−1/2 and we identify the limiting fluctuation. Our result holds for any function f of the matrix that has bounded variation thus considerably relaxing the regularity requirement imposed in [7, 11].
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Date Published
2017-01-02
Journal Title
Electronic Communications in Probability
Publisher
Institute of Mathematical Statistics
Acknowledgement
Partially supported by the IST Austria Excellence Scholarship.
Volume
21
Article Number
86
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Cite this
Erdös L, Schröder DJ. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 2017;21. doi:10.1214/16-ECP38
Erdös, L., & Schröder, D. J. (2017). Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/16-ECP38
Erdös, László, and Dominik J Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability. Institute of Mathematical Statistics, 2017. https://doi.org/10.1214/16-ECP38.
L. Erdös and D. J. Schröder, “Fluctuations of functions of Wigner matrices,” Electronic Communications in Probability, vol. 21. Institute of Mathematical Statistics, 2017.
Erdös L, Schröder DJ. 2017. Fluctuations of functions of Wigner matrices. Electronic Communications in Probability. 21, 86.
Erdös, László, and Dominik J. Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability, vol. 21, 86, Institute of Mathematical Statistics, 2017, doi:10.1214/16-ECP38.
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