Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices

Alexander Soshnikov; Lingyun Li

arxiv: 1304.6744 · v4 · pith:Z6N5WKT5new · submitted 2013-04-24 · 🧮 math.PR · math-ph· math.MP

Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices

Lingyun Li , Alexander Soshnikov This is my paper

classification 🧮 math.PR math-phmath.MP

keywords bandcentraleigenvalueslimitlinearmatricesrandomstatistics

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We prove the Central Limit Theorem for linear statistics of the eigenvalues of band random matrices provided $\sqrt{n} \ll b_n \ll n$ and test functions are sufficiently smooth.

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Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices

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