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arxiv: 1712.00931 · v3 · pith:SM6JK7OPnew · submitted 2017-12-04 · 🧮 math.PR

Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices

classification 🧮 math.PR
keywords matricesdiagonalfluctuationsgaussianlinearmatrixspectralstatistics
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We consider large-dimensional Hermitian or symmetric random matrices of the form $W=M+\vartheta V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are independent of $M$. For a large class of diagonal matrices $V$, we prove that the fluctuations of linear spectral statistics of $W$ for $C^{2}_{c}$ test function can be decomposed into that of $M$ and of $V$, and that each of those weakly converges to a Gaussian distribution. We also calculate the formulae for the means and variances of the limiting distributions.

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