Department of Mathematics
Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix
- Author(s): Bufetov, Alexander
- Mkrtchyan, Sevak
- Shcherbina, Maria
- Soshnikov, Alexander
- et al.
Published Web Locationhttps://arxiv.org/pdf/1301.0342.pdf
We show that beta ensembles in Random Matrix Theory with generic real analytic potential have the asymptotic equipartition property. In addition, we prove a Central Limit Theorem for the density of the eigenvalues of these ensembles.