Fluctuations Of Linear Spectral Statistics Of Deformed Wigner Matrices (1903.11324v2)

Abstract: We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W_N$ deformed by a deterministic diagonal perturbation $D_N$, around a deterministic equivalent which can be expressed in terms of the free convolution between a semicircular distribution and the empirical spectral measure of $D_N$. We obtain Gaussian fluctuations for test functions in $\mathcal{C}_c^7(\mathbb{R})$ ($\mathcal{C}_c^2(\mathbb{R})$ for fluctuations around the mean). Furthermore, we provide as a tool a general method inspired from Shcherbina and Johansson to extend the convergence of the bias if there is a bound on the bias of the trace of the resolvent of a random matrix. Finally, we state and prove an asymptotic infinitesimal freeness result for independent GUE matrices together with a family of deterministic matrices, generalizing the main result from [Shl18].