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Joint global fluctuations of complex Wigner and deterministic matrices
Langue
en
Article de revue
Ce document a été publié dans
Random Matrices: Theory and Applications. 2021-06-16p. 2250015
World Scientific
Date de soutenance
2021-06-16Résumé en anglais
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second-order ...Lire la suite >
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second-order and the limiting covariance depends the limiting [Formula: see text]-distribution of the deterministic matrices and their transposes and Hadamard products.< Réduire
Origine
Importé de halUnités de recherche