Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices

Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices

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.

Bibliographic Details
Main Authors: Lingyun Li, Matthew Reed, Alexander Soshnikov
Format: Article
Language:English
Published: Frontiers Media S.A. 2020-06-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Wigner matrices
linear statistics
eigenvalues
central limit theorem
submatrices
Online Access:https://www.frontiersin.org/article/10.3389/fams.2020.00017/full

Similar Items

Similar Items