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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
Published in:	Журнал математической физики, анализа, геометрии
Date:	2008
Main Author:	Shcherbina, M.
Format:	Article
Language:	English
Published:	Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України 2008
Online Access:	https://nasplib.isofts.kiev.ua/handle/123456789/106500
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Journal Title:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this:	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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine

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