Linear eigenvalue statistics of random matrices with a variance profile

Abstract

We give an upper bound on the total variation distance between the linear eigenvalue statistic, properly scaled and centred, of a random matrix with a variance profile and the standard Gaussian random variable. The second order Poincaré inequality type result is used to establish the bound. Using this bound we prove Central limit theorem for linear eigenvalue statistics of random matrices with different kind of variance profiles. We re-establish some existing results on fluctuations of linear eigenvalue statistics of some well known random matrix ensembles by choosing appropriate variance profiles.

19 pages