Friday, January 4, 2013

1301.0342 (Alexander Bufetov et al.)

Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix

Alexander Bufetov, Sevak Mkrtchyan, Maria Shcherbina, Alexander Soshnikov
We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.
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