Multi-Point Functional Central Limit Theorem for Wigner Matrices
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914234334445568 |
|---|---|
| author | Reker, Jana |
| author_facet | Reker, Jana |
| contents | Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where $W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly $N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded deterministic matrices $A_1,\dots,A_k$. We give a functional central limit theorem showing that the fluctuations around the expectation are Gaussian. Moreover, we determine the limiting covariance structure and give explicit error bounds in terms of the scaling of $f_1,\dots,f_k$ and the number of traceless matrices among $A_1,\dots,A_k$, thus extending the results of [Cipolloni, Erdős, Schröder 2023] to products of arbitrary length $k\geq2$. As an application, we consider the fluctuation of $\mathrm{Tr}(\mathrm{e}^{\mathrm{i} tW}A_1\mathrm{e}^{-\mathrm{i} tW}A_2)$ around its thermal value $\mathrm{Tr}(A_1)\mathrm{Tr}(A_2)$ when $t$ is large and give an explicit formula for the variance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_11028 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Multi-Point Functional Central Limit Theorem for Wigner Matrices Reker, Jana Probability Mathematical Physics 60B20, 15B52 Consider the random variable $\mathrm{Tr}( f_1(W)A_1\dots f_k(W)A_k)$ where $W$ is an $N\times N$ Hermitian Wigner matrix, $k\in\mathbb{N}$, and choose (possibly $N$-dependent) regular functions $f_1,\dots, f_k$ as well as bounded deterministic matrices $A_1,\dots,A_k$. We give a functional central limit theorem showing that the fluctuations around the expectation are Gaussian. Moreover, we determine the limiting covariance structure and give explicit error bounds in terms of the scaling of $f_1,\dots,f_k$ and the number of traceless matrices among $A_1,\dots,A_k$, thus extending the results of [Cipolloni, Erdős, Schröder 2023] to products of arbitrary length $k\geq2$. As an application, we consider the fluctuation of $\mathrm{Tr}(\mathrm{e}^{\mathrm{i} tW}A_1\mathrm{e}^{-\mathrm{i} tW}A_2)$ around its thermal value $\mathrm{Tr}(A_1)\mathrm{Tr}(A_2)$ when $t$ is large and give an explicit formula for the variance. |
| title | Multi-Point Functional Central Limit Theorem for Wigner Matrices |
| topic | Probability Mathematical Physics 60B20, 15B52 |
| url | https://arxiv.org/abs/2307.11028 |