arXiv Analytics

Sign in

arXiv:2301.05516 [math.PR]AbstractReferencesReviewsResources

CLT for real \b{eta}-Ensembles at High Temperature

Charlie Dworaczek Guera, Ronan Memin

Published 2023-01-13Version 1

We establish a central limit theorem for the fluctuations of the empirical measure in the $\beta$- ensemble of dimension $N$ at a temperature proportional to $N$ and with convex, smooth potential. The space of test functions for which the CLT holds includes $\mathcal{C}^1$, vanishing functions at infinity. It is obtained by the inversion of an operator which is a pertubation of a Sturm-Liouville operator. The method that we use is based on a change of variables introduced by Bekerman, Guionnet and Figalli in arXiv:1311.2315 and by Shcherbina in arXiv:1310.7835.

Comments: 34 pages, comments are welcome
Categories: math.PR, math-ph, math.MP, math.SP
Related articles: Most relevant | Search more
arXiv:1304.6744 [math.PR] (Published 2013-04-24, updated 2013-10-19)
Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices
arXiv:math/0702481 [math.PR] (Published 2007-02-16, updated 2007-05-04)
Central Limit Theorem for a Class of Relativistic Diffusions
arXiv:0708.0329 [math.PR] (Published 2007-08-02)
The Central Limit Theorem for the Smoluchovski Coagulation Model