复Wigner矩阵与确定性矩阵的联合全局波动

Pub Date : 2020-10-06 DOI:10.1142/S2010326322500150
C. Male, J. Mingo, S. P'ech'e, R. Speicher
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引用次数: 7

摘要

研究了几种独立Wigner矩阵和确定性矩阵在温和条件下的极限涨落。一个CLT成立,但一般来说,族不是渐近的二阶自由,极限协方差取决于确定性矩阵及其转置和Hadamard积的极限分布。
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Joint global fluctuations of complex Wigner and deterministic matrices
We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second-order and the limiting covariance depends the limiting [Formula: see text]-distribution of the deterministic matrices and their transposes and Hadamard products.
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