Spectrum of Random Matrices with Exploding Moments

We study the central limit theorem (CLT) for linear eigenvalue statistics of several types of matrix models, whose entries are having exploding moments, i.e., moments of the entries are increasing with the size of the matrix. In particular, we study elliptic, centrosymmetric, circulant, and inter-correlated block matrices. The CLTs are established using asymptotic Wick formula.