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arXiv · 2010.02963

Joint Global Fluctuations of complex Wigner and deterministic Matrices

Camile Male·James A. Mingo·Sandrine Péché·Roland Speicher
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Abstract

We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second order and the limiting covariance depends on more information on the deterministic matrices than their limiting *-distribution.

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Camile Male, James A. Mingo, Sandrine Péché, Roland Speicher. 2020-10-06. Joint Global Fluctuations of complex Wigner and deterministic Matrices. https://arxiv.org/abs/2010.02963

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