A CLT for a band matrix model

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dc.creatorAnderson, Greg
dc.creatorZeitouni, Ofer
dc.date2004-12-02
dc.date.accessioned2026-07-07T05:14:54Z
dc.date.available2026-07-07T05:14:54Z
dc.descriptionA law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of the same variance. The derivation is based on systematic combinatorial enumeration, study of generating functions, and concentration inequalities of the Poincare type. Special cases treated, with an explicit evaluation of limiting variances, are generalized Wigner and Wishart matrices.
dc.descriptionTo appear, Prob. Theory Rel. Fields
dc.identifierhttps://arxiv.org/abs/math/0412040
dc.identifierhttp://arxiv.org/abs/math/0412040
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73458
dc.subjectProbability
dc.subjectCombinatorics
dc.subject15A52; 60F05
dc.titleA CLT for a band matrix model
dc.typetext

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