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JOURNALS // Zhurnal Matematicheskoi Fiziki, Analiza, Geometrii [Journal of Mathematical Physics, Analysis, Geometry] // Archive

Zh. Mat. Fiz. Anal. Geom., 2008 Volume 4, Number 1, Pages 171–195 (Mi jmag90)

This article is cited 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.

MSC: Primary 15A52; Secondary 15A57

Received: 12.11.2007

Language: English



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