GUE 线性统计收敛的正则性条件
概率论
2015-10-14 v2
摘要
我们在最优条件下建立了 Gaussian Unitary Ensemble 非归一化线性统计的中心极限定理：当且仅当极限方差的表达式为有限时，该线性统计收敛。
引用
@article{arxiv.1510.02988,
title = {Regularity Conditions for Convergence of Linear Statistics of GUE},
author = {Phil Kopel},
journal= {arXiv preprint arXiv:1510.02988},
year = {2015}
}
备注
Preliminary version. Previous version included an incorrect argument for general Wigner matrices, which is withdrawn