Fluctuations Of Linear Spectral Statistics Of Deformed Wigner Matrices
Abstract
We investigate the fluctuations of linear spectral statistics of a Wigner matrix deformed by a deterministic diagonal perturbation , around a deterministic equivalent which can be expressed in terms of the free convolution between a semicircular distribution and the empirical spectral measure of . We obtain Gaussian fluctuations for test functions in ( for fluctuations around the mean). Furthermore, we provide as a tool a general method inspired from Shcherbina and Johansson to extend the convergence of the bias if there is a bound on the bias of the trace of the resolvent of a random matrix. Finally, we state and prove an asymptotic infinitesimal freeness result for independent GUE matrices together with a family of deterministic matrices, generalizing the main result from [Shl18].
Keywords
Cite
@article{arxiv.1903.11324,
title = {Fluctuations Of Linear Spectral Statistics Of Deformed Wigner Matrices},
author = {Sandrine Dallaporta and Maxime Fevrier},
journal= {arXiv preprint arXiv:1903.11324},
year = {2020}
}