Fluctuations of Linear Eigenvalues Statistics for Wigner Matrices: Edge Case

被引：1

作者：

Pan, Guangming ^{[1
]}

Wang, Shaochen ^{[2
]}

Zhou, Wang ^{[3
]}

机构：

[1] Nanyang Technol Univ, Sch Phys & Math Sci, Div Math Sci, Singapore 637371, Singapore

[2] South China Univ Technol, Sch Math, Guangzhou 510640, Guangdong, Peoples R China

[3] Natl Univ Singapore, Dept Stat & Appl Probabil, Singapore 117546, Singapore

来源：

JOURNAL OF STATISTICAL PHYSICS | 2016年 / 165卷 / 03期

基金：

中国博士后科学基金;

关键词：

Wigner matrix; Linear eigenvalue statistic; Fluctuation theorem; CENTRAL-LIMIT-THEOREM; UNIVERSALITY;

D O I：

10.1007/s10955-016-1618-5

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this note, we consider the fluctuation theorem for , where are eigenvalues from a Wigner matrix and . We prove that in the edge case behaves like the counting function of Wigner matrix. Our results can be viewed as a complement of Bao et al. (J Stat Phys 150(1):88-129, 2013).

引用

页码：507 / 520

页数：14

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