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arXiv:2010.02963 [math.PR]AbstractReferencesReviewsResources

Joint Global Fluctuations of complex Wigner and deterministic Matrices

Camile Male, James A. Mingo, Sandrine Péché, Roland Speicher

Published 2020-10-06Version 1

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 on more information on the deterministic matrices than their limiting *-distribution.

Comments: 46 pages, 18 figures
Categories: math.PR, math.OA
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