Anna Maltsev

QMUL


Covariance formulas for fluctuations of linear spectral statistics for Wigner matrices with few moments


Mathematical Physics Seminar


7th December 2018, 2:00 pm – 3:00 pm
Howard House, 4th Floor Seminar Room


We examine covariance of the fluctuations of the linear spectral statistics for Wigner matrices with entries that have a finite variance but no finite 4th moment. We obtain a closed form expression for the covariance (previously expressed as a double contour integral) and we compute the relevant integral kernel. We furthermore place it in context by a comparison with a similar covariance arising in the light tailed case, i.e. when the entries have more than 4 moments. This is joint work with Asad Lodhia.





Organiser: Nick Jones

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