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Dominik Schröder

Functional central limit theorems for Wigner matrices

Giorgio Cipolloni, László Erdős, Dominik Schröder

Ann. Appl. Probab.Vol. 33 (2023)


We extend the classical CLTs for linear statistics functionally, in the sense that we prove the CLT for traces auf functions of Wigner matrices multiplied with arbitrary deterministic observables.


We consider the fluctuations of regular functions ff of a Wigner matrix WW viewed as an entire matrix f(W)f(W). Going beyond the well studied tracial mode, Tr[f(W)]\mathrm{Tr}[f(W)], which is equivalent to the customary linear statistics of eigenvalues, we show that Tr[f(W)]\mathrm{Tr}[f(W)] is asymptotically normal for any non-trivial bounded deterministic matrix AA. We identify three different and asymptotically independent modes of this fluctuation, corresponding to the tracial part, the traceless diagonal part and the off-diagonal part of f(W)f(W) in the entire mesoscopic regime, where we find that the off-diagonal modes fluctuate on a much smaller scale than the tracial mode. In addition, we determine the fluctuations in the Eigenstate Thermalisation Hypothesis [Deutsch 1991], i.e. prove that the eigenfunction overlaps with any deterministic matrix are asymptotically Gaussian after a small spectral averaging. In particular, in the macroscopic regime our result generalises [Lytova 2013] to complex WW and to all crossover ensembles in between. The main technical inputs are the recent multi-resolvent local laws with traceless deterministic matrices from the companion paper [Cipolloni, Erdős, Schröder 2020].