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On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-Identically Distributed Entries
Published 9 Apr 2011 in math.PR, math-ph, and math.MP | (1104.1663v4)
Abstract: In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type conditions for the fourth moments of the off-diagonal entries and the second moments of the diagonal entries are satisfied. In addition, we relax our conditions on the test functions and require that for some $s>3 \ \int (1+|k|){2s}*|\hat{f}(k)|2 * dk <\infty.$
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