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arXiv 1206.0508math.PRmath-phmath.MP
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Wigner矩阵部分线性eigenvalue统计量的中心极限定理

Central limit theorem for partial linear eigenvalue statistics of Wigner matrices

Zhigang Bao, Guangming Pan, Wang Zhou

摘要:

本文研究了特征值通常在区间$[-2,2]$内的复Wigner矩阵$M_n=\frac{1}{\sqrt{n}}W_n$.令$λ_1\leq λ_2...\leqλ_n$为$M_n$的有序特征值。在高斯酉包络(GUE)的四个匹配矩的假设下,对测试函数$f$在包含$[-2,2]$的开区间上4次连续可微,建立了特征值的两类部分线性统计量的中心极限定理.第一种类型定义为$\mathcal{A}_n[f; u]=\sum_{l=1}^nf(λ_l)\mathbf{1}_{\{λ_l\leq u\}}$,其在Wigner循环定律的大部分中具有阈值$u$。第二个是具有正整数$k=k_n$的$\mathcal{B}_n[f; k]=\sum_{l=1}^{k}f(λ_l)$,使得作为$n$的$k/n\rightarrow y\in (0,1)$趋于无穷大。此外,我们还得到了由$\mathcal{B}_n[f; \lfloor nt\rfloor]$构造的部分和过程的弱收敛结果。

英文摘要:

In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $λ_1\leq λ_2...\leqλ_n$ be the ordered eigenvalues of $M_n$. Under the assumption of four matching moments with the Gaussian Unitary Ensemble(GUE), for test function $f$ 4-times continuously differentiable on an open interval including $[-2,2]$, we establish central limit theorems for two types of partial linear statistics of the eigenvalues. The first type is defined with a threshold $u$ in the bulk of the Wigner semicircle law as $\mathcal{A}_n[f; u]=\sum_{l=1}^nf(λ_l)\mathbf{1}_{\{λ_l\leq u\}}$. And the second one is $\mathcal{B}_n[f; k]=\sum_{l=1}^{k}f(λ_l)$ with positive integer $k=k_n$ such that $k/n\rightarrow y\in (0,1)$ as $n$ tends to infinity. Moreover, we derive a weak convergence result for a partial sum process constructed from $\mathcal{B}_n[f; \lfloor nt\rfloor]$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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