Renjie Feng, Gang Tian, Dongyi Wei
Published 2018-06-12Version 1
In our previous paper \cite{FTD1}, we derived the almost sure convergence of the global density of eigenvalues of random matrices of the SYK model. In this paper, we will prove the central limit theorem for the linear statistic of eigenvalues and compute its variance.
Spectrum of SYK model
A central limit theorem for products of random matrices and GOE statistics for the Anderson model on long boxes
Explicit invariant measures for products of random matrices
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