Open Access
June 2017 Mesoscopic eigenvalue statistics of Wigner matrices
Yukun He, Antti Knowles
Ann. Appl. Probab. 27(3): 1510-1550 (June 2017). DOI: 10.1214/16-AAP1237
Abstract

We prove that the linear statistics of the eigenvalues of a Wigner matrix converge to a universal Gaussian process on all mesoscopic spectral scales, that is, scales larger than the typical eigenvalue spacing and smaller than the global extent of the spectrum.

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Copyright © 2017 Institute of Mathematical Statistics
Yukun He and Antti Knowles "Mesoscopic eigenvalue statistics of Wigner matrices," The Annals of Applied Probability 27(3), 1510-1550, (June 2017). https://doi.org/10.1214/16-AAP1237
Received: 1 March 2016; Published: June 2017
Vol.27 • No. 3 • June 2017
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