A UNIVERSALITY RESULT FOR THE GLOBAL FLUCTUATIONS OF THE EIGENVECTORS OF WIGNER MATRICES
2012 ◽
Vol 01
(04)
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pp. 1250011
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Keyword(s):
We prove that for [Formula: see text] the eigenvectors matrix of a Wigner matrix, under some moments conditions, the bivariate random process [Formula: see text] converges in distribution to a bivariate Brownian bridge. This result has already been proved for GOE and GUE matrices. It is conjectured here that the necessary and sufficient condition, for the result to be true for a general Wigner matrix, is the matching of the moments of orders 1, 2 and 4 of the entries of the Wigner with the ones of a GOE or GUE matrix. Surprisingly, the third moment of the entries of the Wigner matrix has no influence on the limit distribution.
1999 ◽
Vol 22
(3)
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pp. 483-488
2013 ◽
Vol 22
(14)
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pp. 1350085
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2003 ◽
Vol 2003
(15)
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pp. 947-958
1977 ◽
Vol 14
(02)
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pp. 387-390
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2011 ◽
Vol 23
(3)
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pp. 633-643
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2016 ◽
Vol 16
(03)
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pp. 1660014
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1994 ◽
Vol 37
(2)
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pp. 317-324
2017 ◽
Vol E100.A
(12)
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pp. 2764-2775
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