pith. sign in

arxiv: math-ph/0607028 · v1 · submitted 2006-07-12 · 🧮 math-ph · math.MP

Gaussian fluctuations for random matrices with correlated entries

classification 🧮 math-ph math.MP
keywords matrixgaussianpolynomialsrandomadaptsargumentbasiscentered
0
0 comments X
read the original abstract

For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is diagonal in the basis of Chebyshev polynomials. The proof is combinatorial and adapts Wigner's argument showing the convergence of the density of states to the semicircle law.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.