Some estimates for generalized Wigner matrix linear spectral statistics
| Autor: | Landon, Benjamin |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N^{-1})$ around its limiting Gaussian form, and identify sub-leading non-Gaussian corrections of size $\mathcal{O} (N^{-1/2})$. Prior expansions with this error rate held only for Wigner matrices; only a weaker error rate was available for more general matrix ensembles. We provide some applications. Comment: 82 pages, preliminary version. Extends part of arXiv:2204.03419. That article will be revised |
| Databáze: | arXiv |
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