Joint global fluctuations of complex Wigner and deterministic matrices
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We characterize the limiting fluctuations of traces of several independent Wigner matrices and deterministic matrices under mild conditions. A CLT holds but in general the families are not asymptotically free of second-order and the limiting covariance depends the limiting [Formula: see text]-distribution of the deterministic matrices and their transposes and Hadamard products.
2017 ◽
Vol 2
(2)
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pp. 317-328
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2012 ◽
Vol 2012
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pp. 1-20
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1971 ◽
Vol 29
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pp. 184-185
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1997 ◽
Vol 440
(1-2)
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pp. 103-109
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