Sean O’Rourke

activity

20092026

most citedGaussian Fluctuations of Eigenvalues in Wigner Random Matrices

58 citations · 206 across the 36 of their papers we have counts for

collaborators

Showing 2011Show all

3 papers · 1 filter

math.PR2011

Fluctuations of Matrix Entries of Analytic Functions of Non-Hermitian Random Matrices

Sean O'Rourke

Consider an $n \times n$ non-Hermitian random matrix $M_{n}$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations…

math.PR2011

Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

Sean O'Rourke, David Renfrew, Alexander Soshnikov

We extend the results about the fluctuations of the matrix entries of regular functions of Wigner matrices to the case of sample covariance random matrices.

math.PR2011★ 5 cited

On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-Identically Distributed Entries

Sean O'Rourke, David Renfrew, Alexander Soshnikov

In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matr…