2 papers
math.PR2011
A Note on the Central Limit Theorem for the Eigenvalue Counting Function of Wigner Matrices
Sandrine Dallaporta, Van Vu
The purpose of this note is to establish a Central Limit Theorem for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on the correct aymptotics of the…
math.PR2010
On the Central Limit Theorem for the Eigenvalue Counting Function of Wigner and Covariance matrices
Sandrine Dallaporta
This note presents some central limit theorems for the eigenvalue counting function of Wigner matrices in the form of suitable translations of results by Gustavsson and O'Rourke on…