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).
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页码：507 / 520
页数：14
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