On Cramér–von Mises statistic for the spectral distribution of random matrices
نویسندگان
چکیده
Let FN and F be the empirical limiting spectral distributions of an N×N Wigner matrix. The Cramér–von Mises (CvM) statistic is a classical goodness-of-fit that characterizes distance between in L2-norm. In this paper, we consider mesoscopic approximation CvM for matrices, derive its distribution. Appendix, also give distribution (without approximation) toy model CUE.
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ژورنال
عنوان ژورنال: Annals of Applied Probability
سال: 2022
ISSN: ['1050-5164', '2168-8737']
DOI: https://doi.org/10.1214/22-aap1788