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math.PR2020★ 1 cited
Functional Central Limit Theorems for Wigner Matrices
Giorgio Cipolloni, László Erdős, Dominik Schröder
We consider the fluctuations of regular functions of a Wigner matrix viewed as an entire matrix . Going beyond the well studied tracial mode, , whi…
math.PR2020
Fluctuation Around the Circular Law for Random Matrices with Real Entries
Giorgio Cipolloni, László Erdős, Dominik Schröder
We extend our recent result [Cipolloni, Erdős, Schröder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices with independent, iden…