Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
Probability
2015-06-05 v1 Mathematical Physics
math.MP
Abstract
In this paper, we study the complex Wigner matrices whose eigenvalues are typically in the interval . Let be the ordered eigenvalues of . Under the assumption of four matching moments with the Gaussian Unitary Ensemble(GUE), for test function 4-times continuously differentiable on an open interval including , we establish central limit theorems for two types of partial linear statistics of the eigenvalues. The first type is defined with a threshold in the bulk of the Wigner semicircle law as . And the second one is with positive integer such that as tends to infinity. Moreover, we derive a weak convergence result for a partial sum process constructed from .
Cite
@article{arxiv.1206.0508,
title = {Central limit theorem for partial linear eigenvalue statistics of Wigner matrices},
author = {Zhigang Bao and Guangming Pan and Wang Zhou},
journal= {arXiv preprint arXiv:1206.0508},
year = {2015}
}
Comments
39 pages