Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
Mathematical Physics
2007-11-13 v1 math.MP
Abstract
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.
Keywords
Cite
@article{arxiv.0711.1718,
title = {Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models},
author = {M. Shcherbina},
journal= {arXiv preprint arXiv:0711.1718},
year = {2007}
}
Comments
19 pages