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arXiv:1304.6744 [math.PR]AbstractReferencesReviewsResources

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

Lingyun Li, Alexander Soshnikov

Published 2013-04-24, updated 2013-10-19Version 4

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.

Comments: minor revision; to appear in Random Matrices: Theory and Applications
Categories: math.PR, math-ph, math.MP
Subjects: 60B20
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