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Title:
Central limit theorem for linear eigenvalue statistics of diluted random matrices

Speaker:
Mariya Shcherbyna

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.

Link:
https://www.msri.org/workshops/509/schedules/12492

Workshop:
MSRI- Connections for Women: An Introduction to Random Matrices