Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices

Details Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices

2011-03-06

arxiv.org/abs/1103.1170v5

Mathematics

Probability

minor corrections; the manuscript will appear in the Journal of Statistical Physics

Scientific paper

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 and L.Pastur in J. Stat. Phys., v.134, 147-159 (2009). Our results are valid provided the off-diagonal matrix entries have finite fourth moment, the diagonal matrix entries have finite second moment, and the test functions have four continuous derivatives in a neighborhood of the support of the Wigner semicircle law.

Affiliated with

Also associated with

No associations

Rating

Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-606409