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Central Limit Theorem for Linear Eigenva...
Li, Lingyun...
Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices by Li, Lingyun ( Author )
N.A
01-01-2015
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic covariance to a family of correlated Gaussian Free Fields.
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Article
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36.88 KB
English
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MYR 0.00
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http://arxiv.org/abs/1504.05933
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