Beyond normal fluctuations in local laws for Wigner matrices

Source abstract

We identify non-Gaussian corrections to the central limit theorem for the global and local laws, i.e. for Stieltjes transform of the empirical eigenvalue distribution of a large real symmetric or complex Hermitian Wigner matrix. We find that in the real case the rate of convergence in this CLT is substantially slower than in the complex case. For the proofs, we develop new static and dynamic hierarchies of extended cumulants up to any order that can be analyzed by a refinement of the zigzag strategy.