CLT for spectra of submatrices of Wigner random matrices
We prove a CLT for spectra of submatrices of real symmetric and Hermitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-diagonal entries is GOE/GUE-like then the limiting Gaussian process can be viewed as a collection of simply yet nontrivially correlate...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Independent University of Moscow
2015
|
| Online Access: | http://hdl.handle.net/1721.1/92817 https://orcid.org/0000-0002-2913-5238 |