Central limit theorem for moments of spectral measures of Wigner matrices. (English) Zbl 1333.60028

Summary: Spectral measures of Wigner matrices are investigated. The Wigner semicircle law for spectral measures is proved. Regarding this as the law of large numbers, the central limit theorem for moments of spectral measures is also derived. The proof is based on the moment method and a combinatorial method.


60F05 Central limit and other weak theorems
60B20 Random matrices (probabilistic aspects)
15B52 Random matrices (algebraic aspects)
Full Text: arXiv Euclid


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