9 citations · 14 across the 4 of their papers we have counts for
Showing 1999Show all
2 papers · 1 filter
math.PR1999
Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities
Alexander Soshnikov
We discuss CLT for the global and local linear statistics of random matrices from classical compact groups. The main part of our proofs are certain combinatorial identities much in…
math-ph1999
Gaussian fluctuation for the number of particles in Airy, Bessel, sine and other determinantal random point fields
Alexander B. Soshnikov
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem,…