M. Shcherbina

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20012022

most citedCentral Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices

117 citations · 544 across the 23 of their papers we have counts for

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Showing 2015 · math-phShow all

2 papers · 2 filters

math-ph2015★ 25 cited

On fluctuations of eigenvalues of random band matrices

Mariya Shcherbina

We consider the fluctuation of linear eigenvalue statistics of random band $n \times n$ matrices whose entries have the form $M_{ij} = b^{- 1/2} u^{1/2} (∣ i - j ∣) w ~_{ij}$ w…

math-ph2015

Fluctuations of the eigenvalue number in the fixed interval for $β$ -models with $β = 1, 2, 4$

Mariya Shcherbina

We study the fluctuation of the eigenvalue number of any fixed interval $Δ = [a, b]$ inside the spectrum for $β$ - ensembles of random matrices in the case $β = 1, 2, 4$ . We assume that th…

On fluctuations of eigenvalues of random band matrices

Fluctuations of the eigenvalue number in the fixed interval for β-models with β=1,2,4

Fluctuations of the eigenvalue number in the fixed interval for $β$ -models with $β = 1, 2, 4$