Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles
2018
Abstract As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral statistics (LSS) of Wigner beta ensembles. We establish a central limit theorem (CLT) for LSS of Wigner quaternion matrices.
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