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arXiv · 1201.3027

On Non-Gaussian Limiting Laws for the Certain Statistics of the Wigner Matrices

Anna Lytova
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Abstract

We continue investigations of our previous papers, in which there were proved central limit theorems (CLT) for linear eigenvalue statistics Tr f(M_n) and there were found the limiting probability laws for the normalised matrix elements of differential functions f(M_n) of nxn real symmetric Wigner matrices M_n. Here we consider another spectral characteristic of Wigner matrices, namely, Tr f(M_n)A_n, where {A_n, n=1,2,...} is a certain sequence of non-random matrices. We show first that if M_n belongs to the Gaussian Orthogonal Ensemble, then Tr f(M_n)A_n satisfies CLT. Then we consider Wigner matrices with i.i.d. entries possessing entire characteristic function and find the limiting probability law for Tr f(M_n)A_n, which in general is not Gaussian.

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Anna Lytova. 2012-01-14. On Non-Gaussian Limiting Laws for the Certain Statistics of the Wigner Matrices. https://arxiv.org/abs/1201.3027

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