Limiting behavior of eigenvectors of large Wigner matrices

A new form of empirical spectral distribution of a Wigner matrix Wn with weights specified by the eigenvectors is defined and it is then shown to converge with probability one to the semicircular law. Moreover, central limit theorem for linear spectral statistics defined by the eigenvectors and eige...

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Bibliographic Details
Main Authors: Bai, Z. D., Pan, G. M.
Other Authors: School of Physical and Mathematical Sciences
Format: Journal Article
Language:English
Published: 2013
Subjects:
Online Access:https://hdl.handle.net/10356/99322
http://hdl.handle.net/10220/17138