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Some estimates for generalized Wigner matrix linear spectral statistics

Published 18 Dec 2024 in math.PR | (2412.14070v1)

Abstract: We consider the characteristic function of linear spectral statistics of generalized Wigner matrices. We provide an expansion of the characteristic function with error $\mathcal{O} ( N{-1})$ around its limiting Gaussian form, and identify sub-leading non-Gaussian corrections of size $\mathcal{O} (N{-1/2})$. Prior expansions with this error rate held only for Wigner matrices; only a weaker error rate was available for more general matrix ensembles. We provide some applications.

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