On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-Identically Distributed Entries
Probability
2014-08-18 v4 Mathematical Physics
math.MP
Abstract
In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type conditions for the fourth moments of the off-diagonal entries and the second moments of the diagonal entries are satisfied. In addition, we relax our conditions on the test functions and require that for some
Cite
@article{arxiv.1104.1663,
title = {On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-Identically Distributed Entries},
author = {Sean O'Rourke and David Renfrew and Alexander Soshnikov},
journal= {arXiv preprint arXiv:1104.1663},
year = {2014}
}
Comments
accepted for publication in Journal of Theoretical Probability