# CLT for non-Hermitian random band matrices with variance profiles

**Authors:** Indrajit Jana

arXiv: 1904.11098 · 2023-06-30

## TL;DR

This paper establishes the Gaussian fluctuation behavior of linear eigenvalue statistics for non-Hermitian random band matrices with varying bandwidth and variance profiles, providing explicit formulas for the variance in different regimes.

## Contribution

It derives explicit formulas for the variance of eigenvalue fluctuations in non-Hermitian band matrices with continuous variance profiles, covering all bandwidth regimes and connecting to previous results.

## Key findings

- Gaussian fluctuations for eigenvalue statistics when 
u in (0,1]
- Explicit variance formulas depending on the variance profile
- Variance convergence as bandwidth shrinks relative to matrix size

## Abstract

We show that the fluctuations of the linear eigenvalue statistics of a non-Hermitian random band matrix of increasing bandwidth $b_{n}$ with a continuous variance profile $w_{\nu}(x)$ converges to a $N(0,\sigma_{f}^{2}(\nu))$, where $\nu=\lim_{n\to\infty}(2b_{n}/n)\in [0,1]$ and $f$ is the test function. When $\nu\in (0,1]$, we obtain an explicit formula for $\sigma_{f}^{2}(\nu)$, which depends on $f$, and variance profile $w_{\nu}$. When $\nu=1$, the formula is consistent with Rider and Silverstein (2006) \cite{rider2006gaussian}. We also independently compute an explicit formula for $\sigma_{f}^{2}(0)$ i.e., when the bandwidth $b_{n}$ grows slower compared to $n$. In addition, we show that $\sigma_{f}^{2}(\nu)\to \sigma_{f}^{2}(0)$ as $\nu\downarrow 0$.

## Full text

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## Figures

11 figures with captions in the complete paper: https://tomesphere.com/paper/1904.11098/full.md

## References

40 references — full list in the complete paper: https://tomesphere.com/paper/1904.11098/full.md

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Source: https://tomesphere.com/paper/1904.11098