Joint global fluctuations of complex Wigner and deterministic matrices
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en
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Random Matrices: Theory and Applications. 2021-06-16p. 2250015
World Scientific
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2021-06-16Resumen en inglés
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 ...Leer más >
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.< Leer menos
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