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

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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…