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

zbMath1158.82006arXiv0711.1718MaRDI QIDQ3535071

Mariya Shcherbina

Publication date: 10 November 2008

Full work available at URL: https://arxiv.org/abs/0711.1718

zbMATH Keywords

central limit theoremlinear eigenvalue statisticsorthogonally invariant matrix models

Mathematics Subject Classification ID

Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

Related Items (4)

Central limit theorem for the heat kernel measure on the unitary group ⋮ Symmetric function theory and unitary invariant ensembles ⋮ A functional CLT for partial traces of random matrices ⋮ An asymptotic formula for polynomials orthonormal with respect to a varying weight

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