Schulz-Baldes H, Schenker J (2007)
Publication Type: Journal article
Publication year: 2007
Publisher: Oxford University Press (OUP): Policy H - Oxford Open Option A
Book Volume: 15
Pages Range: 1-36
URI: http://de.arxiv.org/abs/math-ph/0607028
DOI: 10.1093/imrn/rnm047
For randommatrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is diagonal in the basis of Chebyshev polynomials. The proof is combinatorial and adapts Wigner's argument showing the convergence of the density of states to the semicircle law. © The Author 2007.
APA:
Schulz-Baldes, H., & Schenker, J. (2007). Gaussian fluctuations for random matrices with correlated entries. International Mathematics Research Notices, 15, 1-36. https://doi.org/10.1093/imrn/rnm047
MLA:
Schulz-Baldes, Hermann, and Jeffrey Schenker. "Gaussian fluctuations for random matrices with correlated entries." International Mathematics Research Notices 15 (2007): 1-36.
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