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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 Mn=1nWnM_n=\frac{1}{\sqrt{n}}W_n whose eigenvalues are typically in the interval [2,2][-2,2]. Let λ1λ2...λn\lambda_1\leq \lambda_2...\leq\lambda_n be the ordered eigenvalues of MnM_n. Under the assumption of four matching moments with the Gaussian Unitary Ensemble(GUE), for test function ff 4-times continuously differentiable on an open interval including [2,2][-2,2], we establish central limit theorems for two types of partial linear statistics of the eigenvalues. The first type is defined with a threshold uu in the bulk of the Wigner semicircle law as An[f;u]=l=1nf(λl)1{λlu}\mathcal{A}_n[f; u]=\sum_{l=1}^nf(\lambda_l)\mathbf{1}_{\{\lambda_l\leq u\}}. And the second one is Bn[f;k]=l=1kf(λl)\mathcal{B}_n[f; k]=\sum_{l=1}^{k}f(\lambda_l) with positive integer k=knk=k_n such that k/ny(0,1)k/n\rightarrow y\in (0,1) as nn tends to infinity. Moreover, we derive a weak convergence result for a partial sum process constructed from Bn[f;nt]\mathcal{B}_n[f; \lfloor nt\rfloor].

Keywords

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

R2 v1 2026-06-21T21:13:39.903Z