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https://hdl.handle.net/10356/85600
Title: | Fluctuations of Linear Eigenvalues Statistics for Wigner Matrices: Edge Case | Authors: | Pan, Guangming Wang, Shaochen Zhou, Wang |
Keywords: | Wigner matrix Linear eigenvalue statistic |
Issue Date: | 2016 | Source: | Pan, G., Wang, S., & Zhou, W. (2016). Fluctuations of Linear Eigenvalues Statistics for Wigner Matrices: Edge Case. Journal of Statistical Physics, 165(3), 507-520. | Series/Report no.: | Journal of Statistical Physics | Abstract: | In this note, we consider the fluctuation theorem for X(n)fn := ∑f(λi)I(λi≥θn), where λi, i=1,…,n are eigenvalues from a Wigner matrix and θn→2−. We prove that in the edge case X(n)fn behaves like the counting function of Wigner matrix. Our results can be viewed as a complement of Bao et al. (J Stat Phys 150(1):88–129, 2013). | URI: | https://hdl.handle.net/10356/85600 http://hdl.handle.net/10220/43758 |
ISSN: | 0022-4715 | DOI: | 10.1007/s10955-016-1618-5 | Schools: | School of Physical and Mathematical Sciences | Rights: | © 2016 Springer Science+Business Media New York. This is the author created version of a work that has been peer reviewed and accepted for publication by Journal of Statistical Physics, Springer Science+Business Media New York. It incorporates referee’s comments but changes resulting from the publishing process, such as copyediting, structural formatting, may not be reflected in this document. The published version is available at: [http://dx.doi.org/10.1007/s10955-016-1618-5]. | Fulltext Permission: | open | Fulltext Availability: | With Fulltext |
Appears in Collections: | SPMS Journal Articles |
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Fluctuations of linear eigenvalues statistics for Wigner matrices _ Edge case.pdf | 90.91 kB | Adobe PDF | View/Open |
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