Joint Global Fluctuations of complex Wigner and deterministic Matrices
Probability
2020-10-08 v1 Operator Algebras
Abstract
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second order and the limiting covariance depends on more information on the deterministic matrices than their limiting *-distribution.
Cite
@article{arxiv.2010.02963,
title = {Joint Global Fluctuations of complex Wigner and deterministic Matrices},
author = {Camile Male and James A. Mingo and Sandrine Péché and Roland Speicher},
journal= {arXiv preprint arXiv:2010.02963},
year = {2020}
}
Comments
46 pages, 18 figures