Joint global fluctuations of complex Wigner and deterministic matrices
hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
dc.contributor.author | MALE, Camile | |
hal.structure.identifier | Queen's University [Kingston, Canada] | |
dc.contributor.author | MINGO, James | |
hal.structure.identifier | Laboratoire de Probabilités, Statistique et Modélisation [LPSM (UMR_8001)] | |
dc.contributor.author | PÉCHÉ, Sandrine | |
hal.structure.identifier | Universität des Saarlandes [Saarbrücken] = Saarland University [Saarbrücken] | |
dc.contributor.author | SPEICHER, Roland | |
dc.date | 2021-06-16 | |
dc.date.accessioned | 2024-04-04T02:43:53Z | |
dc.date.available | 2024-04-04T02:43:53Z | |
dc.date.issued | 2021-06-16 | |
dc.identifier.issn | 2010-3263 | |
dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191363 | |
dc.description.abstractEn | 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. | |
dc.language.iso | en | |
dc.publisher | World Scientific | |
dc.title.en | Joint global fluctuations of complex Wigner and deterministic matrices | |
dc.type | Article de revue | |
dc.identifier.doi | 10.1142/S2010326322500150 | |
dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
bordeaux.journal | Random Matrices: Theory and Applications | |
bordeaux.page | 2250015 | |
bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
bordeaux.institution | Université de Bordeaux | |
bordeaux.institution | Bordeaux INP | |
bordeaux.institution | CNRS | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-03449417 | |
hal.version | 1 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-03449417v1 | |
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