On the linear statistics of Hermitian random matrices

@inproceedings{Chen1998OnTL,
  title={On the linear statistics of Hermitian random matrices},
  author={Yang SuYang Chen and Nigel Lawrence},
  year={1998}
}
In this paper we continue with the study of linear statistics of random Hermitian matrix ensembles. We generalize the result of a previous paper on the probability density function of linear statistics to the finite N ensembles where the interval of support of the eigenvalue spectrum is a single interval. Combining the Hankel determinant formula for orthogonal polynomials which are associated with Hermitian matrix ensembles and the linear statistics theorem for finite N, we obtain the strong or… CONTINUE READING

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