Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
classification
🧮 math-ph
math.MP
keywords
centraleigenvalueensemblesinvariantlimitlinearorthogonallystatistics
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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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