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Central limit theorem for partial linear eigenvalue statistics of Wigner matrices

In this paper, we study the complex Wigner matrices $M_n=\frac{1}{\sqrt{n}}W_n$ whose eigenvalues are typically in the interval $[-2,2]$. Let $λ_1\leq λ_2...\leqλ_n$ be the ordered eigenvalues of $M_n$. Under the assumption of four matching moments with the Gaussian Unitary Ensemble(GUE), for test function $f$ 4-times continuously differentiable on an open interval including $[-2,2]$, we establish central limit theorems for two types of partial linear statistics of the eigenvalues. The first type is defined with a threshold $u$ in the bulk of the Wigner semicircle law as $\mathcal{A}_n[f; u]=\sum_{l=1}^nf(λ_l)\mathbf{1}_{\{λ_l\leq u\}}$. And the second one is $\mathcal{B}_n[f; k]=\sum_{l=1}^{k}f(λ_l)$ with positive integer $k=k_n$ such that $k/n\rightarrow y\in (0,1)$ as $n$ tends to infinity. Moreover, we derive a weak convergence result for a partial sum process constructed from $\mathcal{B}_n[f; \lfloor nt\rfloor]$.

preprint2012arXivOpen access

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