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Article: On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments

TitleOn a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments
Authors
KeywordsRandom matrices
eigenvalue statistics
central limit theorem
stochastic block model
Issue Date2021
PublisherWorld Scientific Publishing Co. Pte. Ltd. The Journal's web site is located at http://www.worldscinet.com/rmta
Citation
Random Matrices: Theory and Applications, 2021, v. 10 n. 4, article no. 2150041 How to Cite?
AbstractFor linear spectral statistics of Wigner matrix, we establish a CLT when the entries are independent, standardised with however inhomogeneous fourth moments. Formulas for the expectation and the variance of the Gaussian limiting distribution are given. An application to the normalized stochastic block model is further proposed.
Persistent Identifierhttp://hdl.handle.net/10722/300704
ISSN
2023 Impact Factor: 0.9
2023 SCImago Journal Rankings: 0.593
ISI Accession Number ID

 

DC FieldValueLanguage
dc.contributor.authorWANG, Z-
dc.contributor.authorYao, JJ-
dc.date.accessioned2021-06-18T14:55:51Z-
dc.date.available2021-06-18T14:55:51Z-
dc.date.issued2021-
dc.identifier.citationRandom Matrices: Theory and Applications, 2021, v. 10 n. 4, article no. 2150041-
dc.identifier.issn2010-3263-
dc.identifier.urihttp://hdl.handle.net/10722/300704-
dc.description.abstractFor linear spectral statistics of Wigner matrix, we establish a CLT when the entries are independent, standardised with however inhomogeneous fourth moments. Formulas for the expectation and the variance of the Gaussian limiting distribution are given. An application to the normalized stochastic block model is further proposed.-
dc.languageeng-
dc.publisherWorld Scientific Publishing Co. Pte. Ltd. The Journal's web site is located at http://www.worldscinet.com/rmta-
dc.relation.ispartofRandom Matrices: Theory and Applications-
dc.subjectRandom matrices-
dc.subjecteigenvalue statistics-
dc.subjectcentral limit theorem-
dc.subjectstochastic block model-
dc.titleOn a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments-
dc.typeArticle-
dc.identifier.emailYao, JJ: jeffyao@hku.hk-
dc.identifier.authorityYao, JJ=rp01473-
dc.description.naturelink_to_OA_fulltext-
dc.identifier.doi10.1142/S2010326321500416-
dc.identifier.scopuseid_2-s2.0-85105554424-
dc.identifier.hkuros322812-
dc.identifier.volume10-
dc.identifier.issue4-
dc.identifier.spagearticle no. 2150041-
dc.identifier.epagearticle no. 2150041-
dc.identifier.isiWOS:000753911100008-
dc.publisher.placeSingapore-

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