Some estimates for generalized Wigner matrix linear spectral statistics

Abstract

We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O}(N^{-1})$ around its limiting Gaussian form, and identify sub-leading non-Gaussian corrections of size $\mathcal{O}(N^{-1/2})$. Prior expansions with this error rate held only for Wigner matrices; only a weaker error rate was available for more general matrix ensembles. We provide some applications.

82 pages, preliminary version. Extends part of arXiv:2204.03419. That article will be revised