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Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry], 2008, Volume 4, Number 1, Pages 171–195
(Mi jmag90)
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This article is cited in 5 scientific papers (total in 5 papers)
Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
M. Shcherbina Mathematical Division, B. Verkin Institute for Low Temperature Physics and Engineering, National Academy of Sciences of Ukraine, 47 Lenin Ave., Kharkiv, 61103, Ukraine
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.
Key words and phrases:
orthogonally invariant matrix models, linear eigenvalue statistics, central limit theorem.
Received: 12.11.2007
Citation:
M. Shcherbina, “Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models”, Zh. Mat. Fiz. Anal. Geom., 4:1 (2008), 171–195
Linking options:
https://www.mathnet.ru/eng/jmag90 https://www.mathnet.ru/eng/jmag/v4/i1/p171
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Abstract page: | 284 | Full-text PDF : | 66 | References: | 42 |
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