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Fluctuations Of Linear Spectral Statistics Of Deformed Wigner Matrices

Probability 2020-03-17 v2

Abstract

We investigate the fluctuations of linear spectral statistics of a Wigner matrix W_NW\_N deformed by a deterministic diagonal perturbation D_ND\_N, around a deterministic equivalent which can be expressed in terms of the free convolution between a semicircular distribution and the empirical spectral measure of D_ND\_N. We obtain Gaussian fluctuations for test functions in C_c7(R)\mathcal{C}\_c^7(\mathbb{R}) (C_c2(R)\mathcal{C}\_c^2(\mathbb{R}) 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}
}