Gaussian limit for determinantal random point fields
Probability
2007-05-23 v3 Mathematical Physics
math.MP
Abstract
We prove that under fairly general conditions properly rescaled determinantal random point field converges to a generalized Gaussian random process.
Cite
@article{arxiv.math/0006037,
title = {Gaussian limit for determinantal random point fields},
author = {Alexander Soshnikov},
journal= {arXiv preprint arXiv:math/0006037},
year = {2007}
}
Comments
This is the revised version accepted for publication in the Annals of Probability. The results of Theorems 1 and 2 are extended, minor misprints are corrected