Open Access
2018 CLT for Fluctuations of $\beta $-ensembles with general potential
Florent Bekerman, Thomas Leblé, Sylvia Serfaty
Electron. J. Probab. 23: 1-31 (2018). DOI: 10.1214/18-EJP209
Abstract

We prove a central limit theorem for the linear statistics of one-dimensional log-gases, or $\beta $-ensembles. We use a method based on a change of variables which allows to treat fairly general situations, including multi-cut and, for the first time, critical cases, and generalizes the previously known results of Johansson, Borot-Guionnet and Shcherbina. In the one-cut regular case, our approach also allows to retrieve a rate of convergence as well as previously known expansions of the free energy to arbitrary order.

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Florent Bekerman, Thomas Leblé, and Sylvia Serfaty "CLT for Fluctuations of $\beta $-ensembles with general potential," Electronic Journal of Probability 23(none), 1-31, (2018). https://doi.org/10.1214/18-EJP209
Received: 6 February 2018; Accepted: 4 August 2018; Published: 2018
Vol.23 • 2018
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