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

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• Anna Maltsev (Queen Mary University of London)
• Tuesday 30 April 2019, 14:00-15:00
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

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.

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