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math.PR2023
Norm Convergence Rate for Multivariate Quadratic Polynomials of Wigner Matrices
Jacob Fronk, Torben Krüger, Yuriy Nemish
We study Hermitian non-commutative quadratic polynomials of multiple independent Wigner matrices. We prove that, with the exception of some specific reducible cases, the limiting s…
math.PR2023
Mesoscopic Spectral CLT for Block Correlated Random Matrices
Torben Krüger, Yuriy Nemish
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance whi…