Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry]
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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)  
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
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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
Bibliographic databases:
Document Type: Article
MSC: Primary 15A52; Secondary 15A57
Language: English
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
Citation in format AMSBIB
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\by M.~Shcherbina
\paper Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
\jour Zh. Mat. Fiz. Anal. Geom.
\yr 2008
\vol 4
\issue 1
\pages 171--195
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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