arXiv:1304.6744·math.PR·October 22, 2013
Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices
Lingyun Li, Alexander Soshnikov
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Abstract
We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided and test functions are sufficiently smooth.
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Advanced Algebra and Geometry