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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
ISSN: 10836489
Appears in Collections:Staff Publications

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