Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles
classification
🧮 math.PR
math-phmath.MP
keywords
ensemblesbetamatrixrandomtheoremadditionanalyticasymptotic
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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.
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