CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES

@inproceedings{Li2013CENTRALLT,
  title={CENTRAL LIMIT THEOREM FOR LINEAR STATISTICS OF EIGENVALUES OF BAND RANDOM MATRICES},
  author={Lingyun Li and Alexander Soshnikov},
  year={2013}
}
  • Lingyun Li, Alexander Soshnikov
  • Published 2013
  • Mathematics, Physics
  • 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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