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
University of Minnesota Ph.D. dissertation. June 2013. Major: Statistics. Advisor: Tiefeng Jiang. 1 ...
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue stat...
It is well known that the spectral distribution Fn of a Wigner matrix converges to Wigner's semicirc...
The probabilistic properties of eigenvalues of random matrices whose dimension increases indefinitel...
In this paper, we consider n×n real symmetric Wigner matrices W with independent (modulo symmetry c...
This note presents some central limit theorems for the eigenvalue counting function of Wigner matric...
We review some recent results on the statistical properties of the spectrum of Wigner matrices. In p...
These notes provide an introduction to the local semicircle law from random matrix theory, as well a...
The main topic addressed here is the joint distribution of spectra of submatrices M(1) and M(2) of l...
AbstractLet Wn be n×n Hermitian whose entries on and above the diagonal are independent complex rand...
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles ...
Götze F, Naumov A, Tikhomirov A, Timushev D. On the local semicircular law for Wigner ensembles. BER...
AbstractThe existence of limiting spectral distribution (LSD) of the product of two random matrices ...
Abstract. Our main result is a local limit law for the empirical spectral distribution of the antico...
Götze F, Tikhomirov AN. Limit theorems for spectra of random matrices with martingale structure. THE...
University of Minnesota Ph.D. dissertation. June 2013. Major: Statistics. Advisor: Tiefeng Jiang. 1 ...
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue stat...
It is well known that the spectral distribution Fn of a Wigner matrix converges to Wigner's semicirc...
The probabilistic properties of eigenvalues of random matrices whose dimension increases indefinitel...
In this paper, we consider n×n real symmetric Wigner matrices W with independent (modulo symmetry c...
This note presents some central limit theorems for the eigenvalue counting function of Wigner matric...
We review some recent results on the statistical properties of the spectrum of Wigner matrices. In p...
These notes provide an introduction to the local semicircle law from random matrix theory, as well a...
The main topic addressed here is the joint distribution of spectra of submatrices M(1) and M(2) of l...
AbstractLet Wn be n×n Hermitian whose entries on and above the diagonal are independent complex rand...
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles ...
Götze F, Naumov A, Tikhomirov A, Timushev D. On the local semicircular law for Wigner ensembles. BER...
AbstractThe existence of limiting spectral distribution (LSD) of the product of two random matrices ...
Abstract. Our main result is a local limit law for the empirical spectral distribution of the antico...
Götze F, Tikhomirov AN. Limit theorems for spectra of random matrices with martingale structure. THE...
University of Minnesota Ph.D. dissertation. June 2013. Major: Statistics. Advisor: Tiefeng Jiang. 1 ...
We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue stat...
It is well known that the spectral distribution Fn of a Wigner matrix converges to Wigner's semicirc...