We show central limit theorems (CLT) for the linear statistics of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of α-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For the second model, we also prove a central limit theorem of the moments of its empirical eigenvalues distribution. The limit laws are Gaussian, but unlike the case of standard Wigner matrices, the normalization is the one of the classical CLT for independent random variables.
Communications in Mathematical Physics
- Pub Date:
- July 2014
- Mathematics - Probability
- 49 pages. In this fifth version, we have corrected a mistake in the fixed point equations for the limit covariance. To appear in Comm. Math. Phys