Central Limit Theorem for Linear Eigenvalue Statistics of Generalized Wigner Matrices
Date Issued
2012
Date
2012
Author(s)
Hsu, Chao-Hsiung
Abstract
In this paper, we consider n×n real symmetric Wigner matrices W with independent (modulo symmetry condition), but not necessarily identically distributed, entries {W_jk }_(j,k=1)^n and prove central limit theorem for linear eigenvalue statistics of such matrices.
Subjects
Random matrices,
Eigenvalues
Central limit theorem
Type
thesis
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ntu-101-R98221002-1.pdf
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