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 Electronic Journal of Probability > Vol. 14 (2009) > Paper 83 open journal systems 


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.


Full text: PDF

Pages: 2391-2417

Published on: November 1, 2009
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Electronic Journal of Probability. ISSN: 1083-6489