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A Note on Cumulant Technique in Random Matrix Theory.
- Source :
- Entropy (Basel, Switzerland); vol 25, iss 5, 725; 1099-4300
- Publication Year :
- 2023
-
Abstract
- We discuss the cumulant approach to spectral properties of large random matrices. In particular, we study in detail the joint cumulants of high traces of large unitary random matrices and prove Gaussian fluctuation for pair-counting statistics with non-smooth test functions.
Details
- Database :
- OAIster
- Journal :
- Entropy (Basel, Switzerland); vol 25, iss 5, 725; 1099-4300
- Notes :
- application/pdf, Entropy (Basel, Switzerland) vol 25, iss 5, 725 1099-4300
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1391577162
- Document Type :
- Electronic Resource