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

0711.1718Nov 12, 200719 pages

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

M. Shcherbina

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.

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The paper addresses: Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models.
We prove central limit theorem for linear eigenvalue statistics of orthogonally invariant ensembles of random matrices with one interval limiting spectrum.

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