Linear statistics of eigenvalues

Linear statistics of eigenvalues - Kurt Johansson

Kurt Johansson
KTH
October 31, 2013

The study of the Gaussian limit of linear statistics of eigenvalues of random matrices and related processes, like determinantal processes, has been an important theme in random matrix theory. I will review some results starting with the strong Szegö limit theorem, and also discuss the possibility of non-Gaussian limits.