paper

Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models

arXiv:0711.1718

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.

19 pages

References in corpus (1)

Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models · wovepaper