Gaussian Limit for Determinantal Random Point Fields
Soshnikov, Alexander
Ann. Probab., Tome 30 (2002) no. 1, p. 171-187 / Harvested from Project Euclid
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We prove that, under fairly general conditions, a properly rescaled determinantal random point field converges to a generalized Gaussian random process.
Publié le : 2002-01-14
Classification:  Determinantal random point fields,  central limit theorem,  self-similar random processes,  60G55,  60F05 
@article{1020107764,
     author = {Soshnikov, Alexander},
     title = {Gaussian Limit for Determinantal Random Point Fields},
     journal = {Ann. Probab.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 171-187},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1020107764}
}

Soshnikov, Alexander. Gaussian Limit for Determinantal Random Point Fields. Ann. Probab., Tome 30 (2002) no. 1, pp.  171-187. http://gdmltest.u-ga.fr/item/1020107764/