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• W1591900180 abstract "We consider two classical ensembles of the random matrix theory: the Wigner matrices and sample covariance matrices, and prove Central Limit Theorem for linear eigenvalue statistics under rather weak (comparing with results known before) conditions on the number of derivatives of the test functions and also on the number of the entries moments. Moreover, we develop a universal method which allows one to obtain automatically the bounds for the variance of differentiable test functions, if there is a bound for the variance of the trace of the resolvent of random matrix. The method is applicable not only to the Wigner and sample covariance matrices, but to any ensemble of random matrices." @default.
• W1591900180 created "2016-06-24" @default.
• W1591900180 creator A5017770580 @default.
• W1591900180 date "2011-01-17" @default.
• W1591900180 modified "2023-09-27" @default.
• W1591900180 title "Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices" @default.
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