1304.6744 (Lingyun Li et al.)

Central Limit Theorem for Linear Statistics of Eigenvalues of Band
Random Matrices    [PDF]

Lingyun Li, Alexander Soshnikov

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.

View original: http://arxiv.org/abs/1304.6744