9 citations · 14 across the 4 of their papers we have counts for
9 papers
Statistics of Extreme Spacings in Determinantal Random Point Processes
Alexander Soshnikov
We study translation-invariant determinantal random point fields on the real line. We prove, under quite general conditions, that the smallest nearest spacings between the particle…
Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
Alexander Soshnikov
We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Po…
Janossy Densities II. Pfaffian Ensembles
Alexander Soshnikov
We extend the main result of the companion paper math-ph/0212063 "Janossy Densities I. Determinantal Ensembles" (joint with Alexei Borodin) to the case of the pfaffian ensembles.
Janossy Densities I. Determinantal Ensembles
Alexei Borodin, Alexander Soshnikov
We derive an elementary formula for Janossy densities for determinantal point processes with a finite rank projection-type kernel. In particular, for beta=2 polynomial ensembles of…
On the largest eigenvalue of a sparse random subgraph of the hypercube
Alexander Soshnikov
We consider a sparse random subraph of the -cube where each edge appears independently with small probability . In the most interesting regime when …
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
Alexander Soshnikov
Recently Johansson and Johnstone proved that the distribution of the (properly rescaled) largest principal component of the complex (real) Wishart matrix $ X^* \* X (X^t \*X) $ con…