Gaussian fluctuations of the determinant of Wigner matrices
被引:16
作者:
Bourgade, Paul
论文数: 0引用数: 0
h-index: 0
机构:
NYU, New York, NY 10003 USANYU, New York, NY 10003 USA
Bourgade, Paul
[1
]
Mody, Krishnan
论文数: 0引用数: 0
h-index: 0
机构:
NYU, New York, NY 10003 USANYU, New York, NY 10003 USA
Mody, Krishnan
[1
]
机构:
[1] NYU, New York, NY 10003 USA
来源:
ELECTRONIC JOURNAL OF PROBABILITY
|
2019年
/
24卷
基金:
美国国家科学基金会;
关键词:
random matrices;
determinant;
central limit theorem;
FIXED-ENERGY UNIVERSALITY;
CENTRAL-LIMIT-THEOREM;
BULK UNIVERSALITY;
MAXIMUM;
LAW;
SINGULARITY;
PROBABILITY;
EIGENVALUES;
D O I:
10.1214/19-EJP356
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
We prove that the logarithm of the determinant of a Wigner matrix satisfies a central limit theorem in the limit of large dimension. Previous results about fluctuations of such determinants required that the first four moments of the matrix entries match those of a Gaussian [53]. Our work treats symmetric and Hermitian matrices with centered entries having the same variance and subgaussian tail. In particular, it applies to symmetric Bernoulli matrices and answers an open problem raised in [54]. The method relies on (1) the observable introduced in [9] and the stochastic advection equation it satisfies, (2) strong estimates on the Green function as in [12], (3) fixed energy universality [10], (4) a moment matching argument [52] using Green's function comparison [21].
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页数:28
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