Fluctuations of functions of Wigner matrices

L. Erdös, D.J. Schröder, Electronic Communications in Probability 21 (2017) 86.

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Journal Article | Published | English
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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].
Publishing Year
Date Published
2017-01-02
Journal Title
Electronic Communications in Probability
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;21:86. doi:10.1214/16-ECP38
Erdös, L., & Schröder, D. J. (2017). Fluctuations of functions of Wigner matrices. Electronic Communications in Probability, 21, 86. https://doi.org/10.1214/16-ECP38
Erdös, László, and Dominik J Schröder. “Fluctuations of Functions of Wigner Matrices.” Electronic Communications in Probability 21 (2017): 86. 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, p. 86, 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, Institute of Mathematical Statistics, 2017, p. 86, doi:10.1214/16-ECP38.
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