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On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices
Aix Marseille Univ, CNRS, Marseille, France..
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2021 (English)In: Bernoulli, ISSN 1350-7265, E-ISSN 1573-9759, Vol. 27, no 2, p. 1057-1076Article in journal (Refereed) Published
Abstract [en]

We consider an N by N real or complex generalized Wigner matrix H-N, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, s(ij) := E vertical bar H-ij vertical bar(2), satisfies Sigma(N)(i=1) s(ij) = 1, for all 1 <= j <= N and c(-1) <= Ns(ij) <= c for all 1 <= i, j <= N with some constant c >= 1. We establish Gaussian fluctuations for the linear eigenvalue statistics of HN on global scales, as well as on all mesoscopic scales up to the spectral edges, with the expectation and variance formulated in terms of the variance profile. We subsequently obtain the universal mesoscopic central limit theorems for the linear eigenvalue statistics inside the bulk and at the edges, respectively.

Place, publisher, year, edition, pages
Bernoulli Society for Mathematical Statistics and Probability , 2021. Vol. 27, no 2, p. 1057-1076
Keywords [en]
Central limit theorem, linear eigenvalue statistics, generalized Wigner matrix
National Category
Atom and Molecular Physics and Optics
Identifiers
URN: urn:nbn:se:kth:diva-293465DOI: 10.3150/20-BEJ1265ISI: 000634567600014Scopus ID: 2-s2.0-85104246647OAI: oai:DiVA.org:kth-293465DiVA, id: diva2:1547276
Note

QC 20210426

Available from: 2021-04-26 Created: 2021-04-26 Last updated: 2022-06-25Bibliographically approved

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Xu, Yuanyuan

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