Spectrum of SYK model II: Central limit theorem

Abstract

In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of eigenvalues and compute its variance.

References in corpus (5)

• Gapless Spin-Fluid Ground State in a Random Quantum Heisenberg Magnet
• Comments on the Sachdev-Ye-Kitaev model
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Universality and Thouless energy in the supersymmetric Sachdev-Ye-Kitaev Model
• Fluctuation of Eigenvalues for Random Toeplitz and Related Matrices

Cited by in corpus (2)

• Multi-trace Correlators in the SYK Model and Non-geometric Wormholes
• Spectrum of SYK model III: Large deviations and concentration of measures