Central limit theorem for linear eigenvalue statistics of elliptic random matrices
arXiv:1410.4586
Abstract
We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear eigenvalue statistics of real elliptic random matrices under the assumption that the test functions are analytic. As a corollary, we extend the results of Rider and Silverstein to real iid random matrices.
60 pages; minor corrections
References in corpus (4)
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- Low rank perturbations of large elliptic random matrices