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Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
- Publication Year :
- 2012
-
Abstract
- In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered eigenvalues of $M_n$. Under the assumption of four matching moments with the Gaussian Unitary Ensemble(GUE), for test function $f$ 4-times continuously differentiable on an open interval including $[-2,2]$, we establish central limit theorems for two types of partial linear statistics of the eigenvalues. The first type is defined with a threshold $u$ in the bulk of the Wigner semicircle law as $\mathcal{A}_n[f; u]=\sum_{l=1}^nf(\lambda_l)\mathbf{1}_{\{\lambda_l\leq u\}}$. And the second one is $\mathcal{B}_n[f; k]=\sum_{l=1}^{k}f(\lambda_l)$ with positive integer $k=k_n$ such that $k/n\rightarrow y\in (0,1)$ as $n$ tends to infinity. Moreover, we derive a weak convergence result for a partial sum process constructed from $\mathcal{B}_n[f; \lfloor nt\rfloor]$.<br />Comment: 39 pages
- Subjects :
- Mathematics - Probability
Mathematical Physics
15B52, 60F05, 60F17
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1206.0508
- Document Type :
- Working Paper
- Full Text :
- https://doi.org/10.1007/s10955-012-0663-y