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arXiv · 1103.1170

Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices

Alessandro Pizzo·David Renfrew·Alexander Soshnikov
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Abstract

We study the fluctuations of the matrix entries of regular functions of Wigner random matrices in the limit when the matrix size goes to infinity. In the case of the Gaussian ensembles (GOE and GUE) this problem was considered by A.Lytova and L.Pastur in J. Stat. Phys., v.134, 147-159 (2009). Our results are valid provided the off-diagonal matrix entries have finite fourth moment, the diagonal matrix entries have finite second moment, and the test functions have four continuous derivatives in a neighborhood of the support of the Wigner semicircle law.

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Alessandro Pizzo, David Renfrew, Alexander Soshnikov. 2011-11-14. Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices. https://doi.org/10.1007/s10955-011-0404-7

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