Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices
Probability
2015-08-06 v2 Mathematical Physics
math.MP
Abstract
Let be a Wigner or sample covariance random matrix, and let denote the unordered eigenvalues of . We study the fluctuations of the partial linear eigenvalue statistics as for sufficiently nice test functions . We consider both the case when is fixed and when tends to infinity with .
Cite
@article{arxiv.1301.0368,
title = {Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices},
author = {Sean O'Rourke and Alexander Soshnikov},
journal= {arXiv preprint arXiv:1301.0368},
year = {2015}
}
Comments
20 pages; incorporated the referee's comments and suggestions