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Central limit theorem for partial linear eigenvalue statistics of Wigner matrices
Central limit theorem partial linear eigenvalue statistics Wigner matrices Probability
2012/6/19
In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $\lambda_1\leq \lambda_2...\leq\lambda_n$ be the ordered e...