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We show that the variance of centred linear statistics of eigenvalues of GUE matrices remains bounded for large $n$ for some classes of test functions less regular than Lipschitz functions. This observation is suggested by the limiting form…
In this article, we establish a near-optimal convergence rate for the CLT of linear eigenvalue statistics of Wigner matrices, in Kolmogorov-Smirnov distance. For all test functions $f\in C^5(\mathbb R)$, we show that the convergence rate is…
The main result of this article gives scaling asymptotics of the Wigner distributions $W_{\varphi_N^{\gamma},\varphi_N^{\gamma}}$ of isotropic harmonic oscillator orbital coherent states $\varphi_N^{\gamma}$ concentrating along Hamiltonian…
We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices…
We develop a semi-classical approximation for the scar function in the Weyl-Wigner representation in the neighborhood of a classically unstable periodic orbit of chaotic two dimensional systems. The prediction of hyperbolic fringes,…
We study linear spectral statistics of $N \times N$ Wigner random matrices $\mathcal{H}$ on mesoscopic scales. Under mild assumptions on the matrix entries of $\mathcal{H}$, we prove that after centering and normalizing, the trace of the…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
We propose a Wigner quasiprobability distribution function for Hamiltonian systems in spaces of constant curvature --in this paper on hyperboloids--, which returns the correct marginals and has the covariance of the Shapiro functions under…
We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…
We consider a dilute version of the Wigner ensemble of n-dimensional random matrices H such that each row has in average \rho_n non-zero elements. We study asymptotic properties of the spectral norm of H on the scale n^{-2/3} in the limit…
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to $C^3$, the class of functions with continuous third order derivatives. We…
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…
We develop a semiclassical approximation for the spectral Wigner and Husimi functions in the neighbourhood of a classically unstable periodic orbit of chaotic two dimensional maps. The prediction of hyperbolic fringes for the Wigner…
In this article we show the existence of limiting spectral distribution of a symmetric random matrix whose entries come from a stationary Gaussian process with covariances satisfying a summability condition. We provide an explicit…
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…
Wigner and Husimi transforms have long been used for the phase-space reformulation of Schr\"odinger-type equations, and the study of the corresponding semiclassical limits. Most of the existing results provide approximations in appropriate…
We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N^{-1})$ around its limiting Gaussian form, and identify…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…
Smoothed Wigner transforms have been used in signal processing, as a regularized version of the Wigner transform, and have been proposed as an alternative to it in the homogenization and / or semiclassical limits of wave equations. We…
In this paper we consider $N \times N$ real generalized Wigner matrices whose entries are only assumed to have finite $(2 + \varepsilon)$-th moment for some fixed, but arbitrarily small, $\varepsilon > 0$. We show that the Stieltjes…