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Central Limit Theorem (CLT) for the linear eigenvalue statistics of different ensembles of random matrices.

Le : 20/11/2013 14h00
Par : Mariya Shcherbina, Institute for Low Temperature Physics, Ukrainian Ac. Sci. Kharkov, Ukraine
Lieu : I 103
Lien web :
Résumé : We first discuss the CLT for linear eigenvalue statistics of the classical Wigner and Marchenko-Pasur models in the case of smooth test functions. Then the recent results on the CLT for ensembles of band, sparse and diluted matrices will be considered. At the end we discuss non gaussian behavior of the fluctuations of linear eigenvalue statistics for beta-ensembles in the multi-cut regime and CLT for linear eigenvalue statistics corresponding to the non smooth test functions.