Аннотация:
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.
A. Bufetov has been supported in part by an Alfred P. Sloan Research Fellowship, a Dynasty Foundation
Fellowship, as well as an IUM-Simons Fellowship, by the Grant MK-6734.2012.1 of the President of the
Russian Federation, by the Programme “Dynamical systems and mathematical control theory” of the Presidium
of the Russian Academy of Sciences, by the RFBR-CNRS grant 10-01-93115-NTsNIL and by the RFBR
grant 11-01-00654.
M. Shcherbina has been supported in part by the project “Ukrainian branch of the French-Russian Poncelet
laboratory”—“Probability problems on groups and spectral theory”.
A. Soshnikov has been supported in part by the NSF grant DMS-1007558.
Поступила в редакцию: 02.01.2013 Принята в печать: 24.04.2013
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Тип публикации:
Статья
Язык публикации: английский
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https://www.mathnet.ru/rus/jsph2
Эта публикация цитируется в следующих 3 статьяx:
Zhiyan Shi, Xinyue Xi, Qingpei Zang, “The generalized entropy ergodic theorem for Markov chains indexed by a spherically symmetric tree”, Communications in Statistics - Theory and Methods, 53:6 (2024), 2178
Xianjie Gao, Mingliang Zhang, Jinming Luo, “Optimized Tail Bounds for Random Matrix Series”, Entropy, 26:8 (2024), 633
M. Dal Borgo, E. Hovhannisyan, A. Rouault, “Asymptotic Properties of the Density of Particles in β β -Ensembles”, J Stat Phys, 170:3 (2018), 439