ABSTRACT |
In this talk, we discuss the fluctuation of f(X) as a matrix, where X is a large square random matrix with centered, independent, identically distributed entries. In particular, we show that for a generic deterministic matrix A of the same size as X, the trace of f(X)A is approximately Gaussian which decomposes into two different modes corresponding to tracial and traceless parts of A. The proof mainly relies on resolvents, in particular local laws for products of resolvents. This talk is based on a joint work with L?szl? Erd?s. |