Fluctuations of Functions of Wigner Matrices
Probability
2021-08-12 v3 Mathematical Physics
math.MP
Abstract
We show that matrix elements of functions of Wigner matrices fluctuate on a scale of order and we identify the limiting fluctuation. Our result holds for any function 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