{
  "id": "1504.05933",
  "version": "v1",
  "published": "2015-04-22T19:31:15.000Z",
  "updated": "2015-04-22T19:31:15.000Z",
  "title": "Central Limit Theorem for Linear Eigenvalue Statistics for Submatrices of Wigner Random Matrices",
  "authors": [
    "Lingyun Li",
    "Matthew Reed",
    "Alexander Soshnikov"
  ],
  "comment": "a preliminary version",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-04-22T19:31:15.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "linear eigenvalue statistics",
      "central limit theorem",
      "wigner random matrices",
      "submatrices",
      "correlated gaussian free fields"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150405933L"
    }
  }
}