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 theorem; linear eigenvalue statistics; orthogonally invariant matrix models

Mathematics Subject Classification ID

82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics

15B57: Hermitian, skew-Hermitian, and related matrices

15B52: Random matrices (algebraic aspects)

82B31: Stochastic methods applied to problems in equilibrium statistical mechanics