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

Published 24 Apr 2013 in math.PR, math-ph, and math.MP | (1304.6744v4)

Abstract: 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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