Gaussian fluctuations for random matrices with correlated entries

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dc.creatorSchenker, Jeffrey
dc.creatorSchulz-Baldes, Hermann
dc.date2006-07-12
dc.date.accessioned2026-07-07T13:08:06Z
dc.date.available2026-07-07T13:08:06Z
dc.descriptionFor random matrix 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.
dc.identifierhttps://arxiv.org/abs/math-ph/0607028
dc.identifierhttp://arxiv.org/abs/math-ph/0607028
dc.identifierInter. Math. Res. Not. 2007 (2007), ID rmn047, 36 pages
dc.identifierdoi:10.1093/imrn/rnm047
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/228313
dc.subjectMathematical Physics
dc.titleGaussian fluctuations for random matrices with correlated entries
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