University of Cambridge > Talks.cam > Probability > Covariance formulas for fluctuations of linear spectral statistics for Wigner matrices with few moments

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

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Perla Sousi.

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.

This talk is part of the Probability series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2019 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity