当前位置: X-MOL 学术Random Matrices Theory Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2019-05-06 , DOI: 10.1142/s2010326320500112
Hong Chang Ji 1 , Ji Oon Lee 1
Affiliation  

We consider large-dimensional Hermitian or symmetric random matrices of the form [Formula: see text], where [Formula: see text] is a Wigner matrix and [Formula: see text] is a real diagonal matrix whose entries are independent of [Formula: see text]. For a large class of diagonal matrices [Formula: see text], we prove that the fluctuations of linear spectral statistics of [Formula: see text] for [Formula: see text] test function can be decomposed into that of [Formula: see text] and of [Formula: see text], and that each of those weakly converges to a Gaussian distribution. We also calculate the formulae for the means and variances of the limiting distributions.

中文翻译:

变形 Wigner 矩阵线性谱统计的高斯涨落

我们考虑 [Formula: see text] 形式的大维 Hermitian 或对称随机矩阵,其中 [Formula: see text] 是 Wigner 矩阵, [Formula: see text] 是一个实对角矩阵,其条目独立于 [Formula : 见正文]。对于一大类对角矩阵[公式:见文],我们证明[公式:见文]测试函数的[公式:见文]的线性谱统计波动可以分解为[公式:见文]的波动] 和 [公式:见正文],并且这些中的每一个都弱收敛到高斯分布。我们还计算了极限分布的均值和方差的公式。
更新日期:2019-05-06
down
wechat
bug