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.
Citation
Yukun He. Antti Knowles. "Mesoscopic eigenvalue statistics of Wigner matrices." Ann. Appl. Probab. 27 (3) 1510 - 1550, June 2017. https://doi.org/10.1214/16-AAP1237
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