CLT for Linear Spectral Statistics of Wigner matrices
Zhidong Bai, Northeast Normal University, Changchun
Xiaoying Wang, Northeast Normal University, Changchun
Wang Zhou, National University of Singapore
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.
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