@article{JMAG_2008_4_1_a8,
author = {M. Shcherbina},
title = {Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models},
journal = {\v{Z}urnal matemati\v{c}eskoj fiziki, analiza, geometrii},
pages = {171--195},
year = {2008},
volume = {4},
number = {1},
language = {en},
url = {http://geodesic.mathdoc.fr/item/JMAG_2008_4_1_a8/}
}
TY - JOUR AU - M. Shcherbina TI - Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models JO - Žurnal matematičeskoj fiziki, analiza, geometrii PY - 2008 SP - 171 EP - 195 VL - 4 IS - 1 UR - http://geodesic.mathdoc.fr/item/JMAG_2008_4_1_a8/ LA - en ID - JMAG_2008_4_1_a8 ER -
M. Shcherbina. Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models. Žurnal matematičeskoj fiziki, analiza, geometrii, Tome 4 (2008) no. 1, pp. 171-195. http://geodesic.mathdoc.fr/item/JMAG_2008_4_1_a8/
[1] S. Albeverio, L. Pastur, M. Shcherbina, “On Asymptotic Properties of Certain Orthogonal Polynomials”, Mat. fiz., analiz, geom., 4 (1997), 263–277 | MR | Zbl
[2] S. Albeverio, L. Pastur, M. Shcherbina, “On the $1/n$ Expansion for Some Unitary Invariant Ensembles of Random Matrices”, Commun. Math. Phys., 224 (2001), 271–305 | DOI | MR | Zbl
[3] A. Boutet de Monvel, L. Pastur, M. Shcherbina, “On the Statistical Mechanics Approach in the Random Matrix Theory. Integrated Density of States”, J. Stat. Phys., 79 (1995), 585–611 | DOI | MR | Zbl
[4] P. Deift, T. Kriecherbauer, K. McLaughlin, S. Venakides, X. Zhou, “Uniform Asymptotics for Polynomials Orthogonal with Respect to Varying Exponential Weights and Applications to Universality Questions in Random Matrix Theory”, Commun. Pure Appl. Math., 52 (1999), 1335–1425 | 3.0.CO;2-1 class='badge bg-secondary rounded-pill ref-badge extid-badge'>DOI | MR | Zbl
[5] P. Deift, T. Kriecherbauer, K. McLaughlin, S. Venakides, X. Zhou, “Strong Asymptotics of Orthogonal Polynomials with Respect to Exponential Weights”, Commun. Pure Appl. Math., 52 (1999), 1491–1552 | 3.0.CO;2-%23 class='badge bg-secondary rounded-pill ref-badge extid-badge'>DOI | MR | Zbl
[6] P. Deift, D. Gioev, Universality in Random Matrix Theory for Orthogonal and Symplectic Ensembles, preprint, arXiv: math-ph/0411075 | MR
[7] P. Deift, D. Gioev, Universality at the Edge of the Spectrum for Unitary, Orthogonal, and Symplectic Ensembles of Random Matrices, preprint, arXiv: math-ph/0507023 | MR
[8] K. Johansson, “On Fluctuations of Eigenvalues of Random Hermitian Matrices”, Duke Math. J., 91 (1998), 151–204 | DOI | MR | Zbl
[9] M. L. Mehta, Random Matrices, Acad. Press, New York, 1991 | MR | Zbl
[10] N. I. Muskhelishvili, Singular Integral Equations, P. Noordhoff., Groningen, 1953 | MR
[11] L. Pastur, “Limiting Laws of Linear Eigenvalue Statistics for Unitary Invariant Matrix Models”, J. Math. Phys., 47 (2006), 103303 | DOI | MR | Zbl