Limiting Behavior of Eigenvectors of Large Wigner Matrices

被引:0
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作者
Z. D. Bai
G. M. Pan
机构
[1] Northeast Normal University,KLASMOE and School of Mathematics and Statistics
[2] Nanyang Technological University,Division of Mathematical Sciences, School of Physical and Mathematical Sciences
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关键词
Wigner matrices; Eigenvectors; Empirical spectral distribution function; Semicircular law; Central limit theorem;
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摘要
A new form of empirical spectral distribution of a Wigner matrix Wn with weights specified by the eigenvectors is defined and it is then shown to converge with probability one to the semicircular law. Moreover, central limit theorem for linear spectral statistics defined by the eigenvectors and eigenvalues is also established under some moment conditions, which suggests that the eigenvector matrix of Wn is close to being Haar distributed.
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页码:519 / 549
页数:30
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