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arXiv:1504.05933 [math.PR]AbstractReferencesReviewsResources

Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices

Lingyun Li, Matthew Reed, Alexander Soshnikov

Published 2015-04-22Version 1

We prove the Central Limit Theorem for finite-dimensional vectors of linear eigenvalue statistics of submatrices of Wigner random matrices under the assumption that test functions are sufficiently smooth. We connect the asymptotic covariance to a family of correlated Gaussian Free Fields.

Comments: a preliminary version
Categories: math.PR
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