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Central Limit Theorem For Linear Statistic Of Eigenvalues Of Large Random Matrices

Posted on:2015-05-18Degree:Ph.DType:Thesis
University:University of California, DavisCandidate:Li, LingyunFull Text:PDF
GTID:2470390020450094Subject:Mathematics
Abstract/Summary:
Random Matrix Theory has important applications in Quantum Theory, Statistical Mechanics, Multivariate Statistical Analysis, Quantum Chaos, Theoretical Computer Science, and Mathematics.;In my thesis, I consider band random symmetric matrices and prove Central Limit Theorem for linear statistics of the eigenvalues provided the band width is sufficiently large and test functions are sufficiently smooth.
Keywords/Search Tags:Theorem for linear
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