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https://scholarbank.nus.edu.sg/handle/10635/105058
| Title: | CLT for linear spectral statistics of Wigner matrices | Authors: | Bai, Z. Wang, X. Zhou, W. |
Keywords: | Bernstein polynomial Central limit theorem Stieltjes transform Wigner matrices |
Issue Date: | 2009 | Citation: | Bai, Z.,Wang, X.,Zhou, W. (2009). CLT for linear spectral statistics of Wigner matrices. Electronic Journal of Probability 14 : 2391-2417. ScholarBank@NUS Repository. | Abstract: | In this paper, we prove that the spectral empirical process of Wigner matrices under sixthmoment conditions, which is indexed by a set of functions with continuous fourth-order derivatives on an open interval including the support of the semicircle law, converges weakly in finite dimensions to a Gaussian process. | Source Title: | Electronic Journal of Probability | URI: | http://scholarbank.nus.edu.sg/handle/10635/105058 | ISSN: | 10836489 |
| Appears in Collections: | Staff Publications |
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