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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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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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/

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