Yiting Li

collaborators

2 papers

math.PR2020

On fluctuations of global and mesoscopic linear eigenvalue statistics of generalized Wigner matrices

Yiting Li, Yuanyuan Xu

We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_{N}$ , whose entries are independent centered random variables with uniformly bounded moments. We assume that th…

math.PR2019

Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices

Yiting Li, Kevin Schnelli, Yuanyuan Xu

We consider $N$ by $N$ deformed Wigner random matrices of the form $X_{N} = H_{N} + A_{N}$ , where $H_{N}$ is a real symmetric or complex Hermitian Wigner matrix and $A_{N}$ is a deterministic re…