Physics – Mathematical Physics
Scientific paper
1999-07-15
Physics
Mathematical Physics
The essential alterations are a slightly different formulation of the Costin-Lebowitz Theorem and the addition of Remark 4 in
Scientific paper
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the Gaussian fluctuation of the number of particles in random point fields with determinantal correlation functions. As another corollary of Costin-Lebowitz Theorem we prove CLT for the empirical distribution function of the eigenvalues of random matrices from classical compact groups.
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