CLT for linear spectral statistics of Wigner matrices.

Bai, Zhidong, Wang, Xiaoying, and Zhou, Wang. "CLT for linear spectral statistics of Wigner matrices.." Electronic Journal of Probability [electronic only] 14 (2009): 2391-2417. <http://eudml.org/doc/230803>.

@article{Bai2009,
author = {Bai, Zhidong, Wang, Xiaoying, Zhou, Wang},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {Bernstein polynomial; central limit theorem (CLT); Stieltjes transform; Wigner matrices; linear spectral statistics; semicircle law; Gaussian process},
language = {eng},
pages = {2391-2417},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {CLT for linear spectral statistics of Wigner matrices.},
url = {http://eudml.org/doc/230803},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Bai, Zhidong
AU - Wang, Xiaoying
AU - Zhou, Wang
TI - CLT for linear spectral statistics of Wigner matrices.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 2391
EP - 2417
LA - eng
KW - Bernstein polynomial; central limit theorem (CLT); Stieltjes transform; Wigner matrices; linear spectral statistics; semicircle law; Gaussian process
UR - http://eudml.org/doc/230803
ER -