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Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models

Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models

We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two bounded derivatives.

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Bibliographic Details
Main Author: Shcherbina, M.
Format: Article
Language:English
Published: Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2008
Series:Журнал математической физики, анализа, геометрии
Online Access:http://dspace.nbuv.gov.ua/handle/123456789/106500
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spelling irk-123456789-1065002016-09-30T03:02:51Z Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models Shcherbina, M. We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two bounded derivatives. 2008 Article Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models / M. Shcherbina // Журнал математической физики, анализа, геометрии. — 2008. — Т. 4, № 1. — С. 171-195. — Бібліогр.: 18 назв. — англ. 1812-9471 http://dspace.nbuv.gov.ua/handle/123456789/106500 en Журнал математической физики, анализа, геометрии Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
language English
description We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum. We consider ensembles with real analytic potentials and test functions with two bounded derivatives.
format Article
author Shcherbina, M.
spellingShingle Shcherbina, M.
Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models
Журнал математической физики, анализа, геометрии
author_facet Shcherbina, M.
author_sort Shcherbina, M.
title Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models
title_short Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models
title_full Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models
title_fullStr Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models
title_full_unstemmed Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models
title_sort central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
publisher Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України
publishDate 2008
url http://dspace.nbuv.gov.ua/handle/123456789/106500
citation_txt Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models / M. Shcherbina // Журнал математической физики, анализа, геометрии. — 2008. — Т. 4, № 1. — С. 171-195. — Бібліогр.: 18 назв. — англ.
series Журнал математической физики, анализа, геометрии
work_keys_str_mv AT shcherbinam centrallimittheoremforlineareigenvaluestatisticsoforthogonallyinvariantmatrixmodels
first_indexed 2023-10-18T20:13:05Z
last_indexed 2023-10-18T20:13:05Z
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