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Joint global fluctuations of complex Wigner and deterministic matrices
Random Matrices: Theory and Applications ( IF 0.9 ) Pub Date : 2021-07-16 , DOI: 10.1142/s2010326322500150
Camile Male 1 , James A. Mingo 2 , Sandrine Péché 3 , Roland Speicher 4
Affiliation  

We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second-order and the limiting covariance depends the limiting -distribution of the deterministic matrices and their transposes and Hadamard products.

中文翻译:

复杂 Wigner 和确定性矩阵的联合全局波动

我们描述了在温和条件下几个独立 Wigner 矩阵和确定性矩阵的迹线的极限波动。CLT 成立,但一般来说,这些族不是渐近无二阶的,并且限制协方差取决于限制*-确定性矩阵及其转置和Hadamard产品的分布。
更新日期:2021-07-16
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