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2009 CLT for Linear Spectral Statistics of Wigner matrices
Zhidong Bai, Xiaoying Wang, Wang Zhou
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Electron. J. Probab. 14: 2391-2417 (2009). DOI: 10.1214/EJP.v14-705

Abstract

In this paper, we prove that the spectral empirical process of Wigner matrices under sixth-moment conditions, which is indexed by a set of functions with continuous fourth-order derivatives on an open interval including the support of the semicircle law, converges weakly in finite dimensions to a Gaussian process.

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Zhidong Bai. Xiaoying Wang. Wang Zhou. "CLT for Linear Spectral Statistics of Wigner matrices." Electron. J. Probab. 14 2391 - 2417, 2009. https://doi.org/10.1214/EJP.v14-705

Information

Accepted: 1 November 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1188.15032
MathSciNet: MR2556016
Digital Object Identifier: 10.1214/EJP.v14-705

Subjects:
Primary: 15B52
Secondary: 60F15, 62H99

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