Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices

We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before) conditions on the number of derivatives of the test functions...

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Published in:Журнал математической физики, анализа, геометрии
Date:2011
Main Author: Shcherbina, M.
Format: Article
Language:English
Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2011
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/106671
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices / M. Shcherbina // Журнал математической физики, анализа, геометрии. — 2011. — Т. 7, № 2. — С. 176-192. — Бібліогр.: 15 назв. — англ.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-106671
record_format dspace
spelling Shcherbina, M.
2016-10-01T19:29:56Z
2016-10-01T19:29:56Z
2011
Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices / M. Shcherbina // Журнал математической физики, анализа, геометрии. — 2011. — Т. 7, № 2. — С. 176-192. — Бібліогр.: 15 назв. — англ.
1812-9471
https://nasplib.isofts.kiev.ua/handle/123456789/106671
We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before) conditions on the number of derivatives of the test functions and also on the number of the entries moments. Moreover, we develop a universal method which allows one to obtain automatically the bounds for the variance of differentiable test functions, if there is a bound for the variance of the trace of the resolvent of random matrix. The method is applicable not only to the Wigner and sample covariance matrices, but to any ensemble of hermitian or real symmetric random matrices.
en
Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
Журнал математической физики, анализа, геометрии
Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
spellingShingle Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
Shcherbina, M.
title_short Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
title_full Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
title_fullStr Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
title_full_unstemmed Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices
title_sort central limit theorem for linear eigenvalue statistics of the wigner and sample covariance random matrices
author Shcherbina, M.
author_facet Shcherbina, M.
publishDate 2011
language English
container_title Журнал математической физики, анализа, геометрии
publisher Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
format Article
description We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before) conditions on the number of derivatives of the test functions and also on the number of the entries moments. Moreover, we develop a universal method which allows one to obtain automatically the bounds for the variance of differentiable test functions, if there is a bound for the variance of the trace of the resolvent of random matrix. The method is applicable not only to the Wigner and sample covariance matrices, but to any ensemble of hermitian or real symmetric random matrices.
issn 1812-9471
url https://nasplib.isofts.kiev.ua/handle/123456789/106671
citation_txt Central Limit Theorem for Linear Eigenvalue Statistics of the Wigner and Sample Covariance Random Matrices / M. Shcherbina // Журнал математической физики, анализа, геометрии. — 2011. — Т. 7, № 2. — С. 176-192. — Бібліогр.: 15 назв. — англ.
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first_indexed 2025-12-07T17:33:39Z
last_indexed 2025-12-07T17:33:39Z
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