Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble

P. Bianchi, M. Debbah, J. Najim

Consider a $n\times n$ matrix from the Gaussian Unitary Ensemble (GUE). Given a finite collection of bounded disjoint real Borel sets $({\Delta }_{i,n},1\le i\le p)$, properly rescale…