Joint global fluctuations of complex Wigner and deterministic matrices
نویسندگان
چکیده
We characterize the limiting fluctuations of traces several independent Wigner matrices and deterministic under mild conditions. A CLT holds but in general families are not asymptotically free second-order covariance depends [Formula: see text]-distribution their transposes Hadamard products.
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ژورنال
عنوان ژورنال: Random matrices : theory and applications
سال: 2021
ISSN: ['2010-3263', '2010-3271']
DOI: https://doi.org/10.1142/s2010326322500150