{ "id": "2010.02963", "version": "v1", "published": "2020-10-06T18:27:33.000Z", "updated": "2020-10-06T18:27:33.000Z", "title": "Joint Global Fluctuations of complex Wigner and deterministic Matrices", "authors": [ "Camile Male", "James A. Mingo", "Sandrine Péché", "Roland Speicher" ], "comment": "46 pages, 18 figures", "categories": [ "math.PR", "math.OA" ], "abstract": "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.", "revisions": [ { "version": "v1", "updated": "2020-10-06T18:27:33.000Z" } ], "analyses": { "keywords": [ "deterministic matrices", "joint global fluctuations", "complex wigner", "independent wigner matrices", "mild conditions" ], "note": { "typesetting": "TeX", "pages": 46, "language": "en", "license": "arXiv", "status": "editable" } } }