Related papers: Fluctuation Moments for Regular Functions of Wigne…
We show that matrix elements of functions of $N\times N$ Wigner matrices fluctuate on a scale of order $N^{-1/2}$ and we identify the limiting fluctuation. Our result holds for any function $f$ of the matrix that has bounded variation and…
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…
Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where $W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly $N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded…
We compute the fluctuation moments $\alpha_{m_1,\dots,m_r}$ of a Complex Wigner Matrix $X_N$ given by the limit $\lim_{N\rightarrow\infty}N^{r-2}k_r(Tr(X_N^{m_1}),\dots,Tr(X_N^{m_r}))$. We prove the limit exists and characterize the leading…
We study the fluctuations of the matrix entries of regular functions of Wigner random matrices in the limit when the matrix size goes to infinity. In the case of the Gaussian ensembles (GOE and GUE) this problem was considered by A.Lytova…
We compute the deterministic approximation of products of Sobolev functions of large Wigner matrices $W$ and provide an optimal error bound on their fluctuation with very high probability. This generalizes Voiculescu's seminal theorem…
We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit theorem in the limit of large dimension. Previous results about fluctuations of such determinants required that the first four moments of the matrix…
We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.
We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…
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…
We consider the fluctuations of regular functions $f$ of a Wigner matrix $W$ viewed as an entire matrix $f(W)$. Going beyond the well studied tracial mode, $\mathrm{Tr}[f(W)]$, which is equivalent to the customary linear statistics of…
The Wigner time delay is a measure of the time spent by a particle inside the scattering region of an open system. For chaotic systems, the statistics of the individual delay times (whose average is the Wigner time delay) are thought to be…
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
We consider the quadratic form of a general deterministic matrix on the eigenvectors of an $N\times N$ Wigner matrix and prove that it has Gaussian fluctuation for each bulk eigenvector in the large $N$ limit. The proof is a combination of…
We study high moments of truncated Wigner nxn random matrices by using their representation as the sums over the set W of weighted even closed walks. We construct the subset W' of W such that the corresponding sum diverges in the limit of…
In this paper, we explain the dependance of the fluctuations of the largest eigenvalues of a Deformed Wigner model with respect to the eigenvectors of the perturbation matrix. We exhibit quite general situations that will give rise to…
We study the distribution of the outliers in the spectrum of finite rank deformations of Wigner random matrice under the assumption that the off-diagonal matrix entries have uniformly bounded fifth moment and the diagonal entries have…
This paper is a continuation of our paper "Fluctuations of Matrix Elements of Regular Functions of Gaussian Random Matrices", J. Stat. Phys. (134), 147--159 (2009), in which we proved the Central Limit Theorem for the matrix elements of…
A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…