Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models

Автор(и)

  • M. Shcherbina B. Verkin Institute for Low Temperature Physics and Engineering of the National Academy of Sciences of Ukraine, 47 Lenin Ave., Kharkiv, 61103, Ukraine

Ключові слова:

orthogonally invariant matrix models, linear eigenvalue statistics, central limit theorem

Анотація

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.

Mathematics Subject Classification: 15A52, 15A57.

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Як цитувати

(1)
Shcherbina, M. Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models. Журн. мат. фіз. анал. геом. 2008, 4, 171-195.

Номер

Том 4 № 1 (2008)

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