Videos

Central limit theorem for linear eigenvalue statistics of diluted random matrices

Presenter
September 21, 2010
Keywords:
  • random matrices
  • random eigenvalues
  • Gaussian process
  • Wigner ensemble
  • fluctuations
MSC:
  • 60B20
  • 60B15
  • 60Bxx
  • 60-xx
  • 60F05
  • 60F10
  • 60G15
  • 05C80
Abstract
We discuss the linear eigenvalue statistics of large random graph in the regimes when the mean number of edges for each vertex tends to infinity. We prove that for the test functions with two derivatives the fluctuations of linear eigenvalue statistics converges in distribution to the Gaussian random variable with zero mean and the variance which coincides with "non gaussian" part of the Wigner ensemble variance.