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Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices

Probability 2019-04-22 v3

Abstract

We consider large-dimensional Hermitian or symmetric random matrices of the form W=M+ϑVW=M+\vartheta V where MM is a Wigner matrix and VV is a real diagonal matrix whose entries are independent of MM. For a large class of diagonal matrices VV, we prove that the fluctuations of linear spectral statistics of WW for Cc2C^{2}_{c} test function can be decomposed into that of MM and of VV, and that each of those weakly converges to a Gaussian distribution. We also calculate the formulae for the means and variances of the limiting distributions.

Keywords

Cite

@article{arxiv.1712.00931,
  title  = {Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices},
  author = {Hong Chang Ji and Ji Oon Lee},
  journal= {arXiv preprint arXiv:1712.00931},
  year   = {2019}
}

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63 pages