Joint global fluctuations of complex Wigner and deterministic matrices
Language
en
Article de revue
This item was published in
Random Matrices: Theory and Applications. 2021-06-16p. 2250015
World Scientific
Date
2021-06-16English Abstract
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 ...Read more >
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.Read less <
Origin
Hal imported