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CLT for Linear Spectral Statistics of Wigner matrices


 
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1. Title Title of document CLT for Linear Spectral Statistics of Wigner matrices
 
2. Creator Author's name, affiliation, country Zhidong Bai; Northeast Normal University Changchun; China
 
2. Creator Author's name, affiliation, country Xiaoying Wang; Northeast Normal University Changchun; China
 
2. Creator Author's name, affiliation, country Wang Zhou; National University of Singapore; Singapore
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Bernstein polynomial; central limit theorem; Stieltjes transform; Wigner matrices
 
3. Subject Subject classification 15B52;60F15;62H99
 
4. Description Abstract In this paper, we prove that the spectral empirical process of Wigner matrices under sixth-moment 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) The first two authors were partially supported by CNSF 10871036 and NUS grant R-155-000-079-112 and the third author was partially supported by grant R-155-000-076-112 at the National University of Singapore
 
7. Date (YYYY-MM-DD) 2009-11-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/705
 
10. Identifier Digital Object Identifier 10.1214/EJP.v14-705
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 14
 
12. Language English=en
 
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