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Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices
| Content Provider | Semantic Scholar |
|---|---|
| Author | Li, Lingyun Reed, Matthew Soshnikov, Alexander |
| Copyright Year | 2015 |
| Abstract | Author(s): Li, Lingyun; Reed, Matthew; Soshnikov, Alexander | Abstract: We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic covariance to a family of correlated Gaussian Free Fields. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://arxiv.org/pdf/1504.05933v2.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
