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CLT for non-Hermitian random band matrices with variance profiles

Abstract

We show that the fluctuations of the linear eigenvalue statistics of a non-Hermitian random band matrix of increasing bandwidth bnb_{n} with a continuous variance profile wν(x)w_{\nu}(x) converges to a N(0,σf2(ν))N(0,\sigma_{f}^{2}(\nu)), where ν=limn(2bn/n)[0,1]\nu=\lim_{n\to\infty}(2b_{n}/n)\in [0,1] and ff is the test function. When ν(0,1]\nu\in (0,1], we obtain an explicit formula for σf2(ν)\sigma_{f}^{2}(\nu), which depends on ff, and variance profile wνw_{\nu}. When ν=1\nu=1, the formula is consistent with Rider and Silverstein (2006) \cite{rider2006gaussian}. We also independently compute an explicit formula for σf2(0)\sigma_{f}^{2}(0) i.e., when the bandwidth bnb_{n} grows slower compared to nn. In addition, we show that σf2(ν)σf2(0)\sigma_{f}^{2}(\nu)\to \sigma_{f}^{2}(0) as ν0\nu\downarrow 0.

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