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Fluctuations of Functions of Wigner Matrices

Probability 2021-08-12 v3 Mathematical Physics math.MP

Abstract

We show that matrix elements of functions of N×NN\times N Wigner matrices fluctuate on a scale of order N1/2N^{-1/2} and we identify the limiting fluctuation. Our result holds for any function ff of the matrix that has bounded variation and thus considerably relaxes the regularity requirement imposed in [7,11].

Keywords

Cite

@article{arxiv.1610.07084,
  title  = {Fluctuations of Functions of Wigner Matrices},
  author = {László Erdős and Dominik Schröder},
  journal= {arXiv preprint arXiv:1610.07084},
  year   = {2021}
}

Comments

Corrected a typo in the definition of X in Section 4. 13 pages