Joint global fluctuations of complex Wigner and deterministic matrices - Archive ouverte HAL
Article Dans Une Revue Random Matrices: Theory and Applications Année : 2021

Joint global fluctuations of complex Wigner and deterministic matrices

Résumé

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 [Formula: see text]-distribution of the deterministic matrices and their transposes and Hadamard products.

Dates et versions

hal-03449417 , version 1 (25-11-2021)

Identifiants

Citer

Camile Male, James Mingo, Sandrine Péché, Roland Speicher. Joint global fluctuations of complex Wigner and deterministic matrices. Random Matrices: Theory and Applications, In press, pp.2250015. ⟨10.1142/S2010326322500150⟩. ⟨hal-03449417⟩
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