Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles
Probability
2015-06-12 v3 Mathematical Physics
math.MP
Abstract
We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.
Keywords
Cite
@article{arxiv.1301.0342,
title = {Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles},
author = {Alexander Bufetov and Sevak Mkrtchyan and Maria Shcherbina and Alexander Soshnikov},
journal= {arXiv preprint arXiv:1301.0342},
year = {2015}
}
Comments
We made small changes suggested by the referees. In particular, we updated the bibliography