Jana Reker

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math.PR2023

Fluctuation Moments for Regular Functions of Wigner Matrices

Jana Reker

We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to poly…

math.PR2023

Multi-Point Functional Central Limit Theorem for Wigner Matrices

Jana Reker

Consider the random variable $Tr (f_{1} (W) A_{1} \dots f_{k} (W) A_{k})$ where $W$ is an $N \times N$ Hermitian Wigner matrix, $k \in N$ , and choose (possibly $N$ -dependent) reg…