Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models

dc.contributor.author	Shcherbina, M.
dc.date.accessioned	2016-09-29T17:36:53Z
dc.date.available	2016-09-29T17:36:53Z
dc.date.issued	2008
dc.identifier.citation	Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models / M. Shcherbina // Журнал математической физики, анализа, геометрии. — 2008. — Т. 4, № 1. — С. 171-195. — Бібліогр.: 18 назв. — англ.	uk_UA
dc.identifier.issn	1812-9471
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/106500
dc.description.abstract	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.	uk_UA
dc.language.iso	en	uk_UA
dc.publisher	Фізико-технічний інститут низьких температур ім. Б.І. Вєркіна НАН України	uk_UA
dc.relation.ispartof	Журнал математической физики, анализа, геометрии
dc.title	Central Limit Theorem for Linear Eigenvalue Statistics of Orthogonally Invariant Matrix Models	uk_UA
dc.type	Article	uk_UA
dc.status	published earlier	uk_UA