%0 Journal Article
%T Central limit theorem for linear eigenvalue statistics of elliptic random matrices
%A Sean O'Rourke
%A David Renfrew
%J Mathematics
%D 2014
%I arXiv
%X We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear eigenvalue statistics of real elliptic random matrices under the assumption that the test functions are analytic. As a corollary, we extend the results of Rider and Silverstein to real iid random matrices.
%U http://arxiv.org/abs/1410.4586v2