Data_Sheet_1_Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices.pdf (209.4 kB)
Data_Sheet_1_Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices.pdf
dataset
posted on 2020-06-09, 05:20 authored by Lingyun Li, Matthew Reed, Alexander SoshnikovWe 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.
History
Usage metrics
Categories
- Statistics
- Mathematical Physics not elsewhere classified
- Ordinary Differential Equations, Difference Equations and Dynamical Systems
- Computation Theory and Mathematics
- Financial Mathematics
- Applied Mathematics not elsewhere classified
- Optimisation
- Numerical and Computational Mathematics not elsewhere classified
- Applied Statistics
- Numerical Computation
- Computation Theory and Mathematics not elsewhere classified
Licence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC