论文标题
复杂的Wigner和确定性矩阵的联合全球波动
Joint Global Fluctuations of complex Wigner and deterministic Matrices
论文作者
论文摘要
我们表征了在轻度条件下的几个独立的Wigner矩阵和确定性矩阵的轨迹的限制波动。 CLT的持有量,但总的来说,这些家庭并非渐近地没有二阶,而限制协方差取决于确定性矩阵的更多信息,而不是其限制 *分布。
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second order and the limiting covariance depends on more information on the deterministic matrices than their limiting *-distribution.