Limiting Behavior of Eigenvectors of Large Wigner Matrices

A new form of empirical spectral distribution of a Wigner matrix W n with weights specified by the eigenvectors is defined and it is then shown to converge with probability one to the semicircular law. Moreover, central limit theorem for linear spectral statistics defined by the eigenvectors and eig...

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Veröffentlicht in:	Journal of statistical physics 2012-02, Vol.146 (3), p.519-549
Hauptverfasser:	Bai, Z. D., Pan, G. M.
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematical and Computational Physics Physical Chemistry Physics Physics and Astronomy Quantum Physics Statistical Physics and Dynamical Systems Theoretical
Online-Zugang:	Volltext
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