most citedCentral Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices

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2 papers

math.PR2015★ 1 cited

Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices

Lingyun Li, Matthew Reed, Alexander Soshnikov

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions…

math.PR2013

Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices

Lingyun Li, Alexander Soshnikov

We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided and test functions are sufficiently smooth.