English

CLT for non-Hermitian random band matrices with variance profiles

Probability 2023-06-30 v3 Statistics Theory Statistics Theory

Abstract

We show that the fluctuations of the linear eigenvalue statistics of a non-Hermitian random band matrix of increasing bandwidth bnb_{n} with a continuous variance profile wν(x)w_{\nu}(x) converges to a N(0,σf2(ν))N(0,\sigma_{f}^{2}(\nu)), where ν=limn(2bn/n)[0,1]\nu=\lim_{n\to\infty}(2b_{n}/n)\in [0,1] and ff is the test function. When ν(0,1]\nu\in (0,1], we obtain an explicit formula for σf2(ν)\sigma_{f}^{2}(\nu), which depends on ff, and variance profile wνw_{\nu}. When ν=1\nu=1, the formula is consistent with Rider and Silverstein (2006) \cite{rider2006gaussian}. We also independently compute an explicit formula for σf2(0)\sigma_{f}^{2}(0) i.e., when the bandwidth bnb_{n} grows slower compared to nn. In addition, we show that σf2(ν)σf2(0)\sigma_{f}^{2}(\nu)\to \sigma_{f}^{2}(0) as ν0\nu\downarrow 0.

Keywords

Cite

@article{arxiv.1904.11098,
  title  = {CLT for non-Hermitian random band matrices with variance profiles},
  author = {Indrajit Jana},
  journal= {arXiv preprint arXiv:1904.11098},
  year   = {2023}
}

Comments

Typos corrected; a few more explanations and a couple of pictures have been added