A bstract Using large N arguments, we propose a scheme for calculating the two-point
eigenvector correlation function for non-normal random matrices in the large N limit. The …

We consider an N by N real or complex generalized Wigner matrix HN, whose entries are
independent centered random variables with uniformly bounded moments. We assume that …

We consider a symmetric matrix-valued Gaussian process Y (n)=(Y (n)(t); t≥ 0) and its
empirical spectral measure process μ (n)=(μ t (n); t≥ 0). Under some mild conditions on the …

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 …

In this paper, we propose a new approach to the central limit theorem (CLT) based on
functions of bounded Fréchet variation for the continuously differentiable linear statistics of …

We give necessary and sufficient conditions for the existence of a phantom distribution
function for a stationary random field on a regular lattice. We also introduce a less …

We consider an $ N $ by $ N $ real or complex generalized Wigner matrix $ H_N $, whose
entries are independent centered random variables with uniformly bounded moments. We …

We consider a symmetric matrix-valued Gaussian process $ Y^{(n)}=(Y^{(n)}(t); t\ge0) $ and
its empirical spectral measure process $\mu^{(n)}=(\mu_ {t}^{(n)}; t\ge0) $. Under some mild …

We consider a symmetric matrix-valued Gaussian process $ Y^{(n)}=(Y^{(n)}(t); t\ge0) $ and
its empirical spectral measure process $\mu^{(n)}=(\mu_ {t}^{(n)}; t\ge0) $. Under some mild …