Open Access
2009 CLT for Linear Spectral Statistics of Wigner matrices
Zhidong Bai, Xiaoying Wang, Wang Zhou
Author Affiliations +
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, and Wang Zhou "CLT for Linear Spectral Statistics of Wigner matrices," Electronic Journal of Probability 14(none), 2391-2417, (2009). https://doi.org/10.1214/EJP.v14-705
Accepted: 1 November 2009; Published: 2009
Vol.14 • 2009
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