271 citations · 655 across the 18 of their papers we have counts for
Showing 2010Show all
2 papers · 1 filter
math.PR2010★ 3 cited
CLT for spectra of submatrices of Wigner random matrices II. Stochastic evolution
Alexei Borodin
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix…
math.PR2010
CLT for spectra of submatrices of Wigner random matrices
Alexei Borodin
We prove a CLT for spectra of submatrices of real symmetric and Hermitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-digonal entrie…