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 where is a Wigner matrix and is a real diagonal matrix whose entries are independent of . For a large class of diagonal matrices , we prove that the fluctuations of linear spectral statistics of for test function can be decomposed into that of and of , 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}
}
Comments
63 pages