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arXiv · 1304.6744

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

Lingyun Li·Alexander Soshnikov
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Abstract

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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Lingyun Li, Alexander Soshnikov. 2013-04-24. Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices. https://arxiv.org/abs/1304.6744

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