CLT for spectra of submatrices of Wigner random matrices
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Borodin_CLT for.pdf
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140.38 KB
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Author(s)
Borodin, Alexei
Date Issued
March 2014
Journal
Moscow Mathematical Journal
Publisher
Independent University of Moscow
Citation
Borodin, Alexei. "CLT for spectra of submatrices of Wigner random matrices." Moscow Mathematical Journal 14.1 (March 2014), 29-38.
Version
Original manuscript
Abstract
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-diagonal entries is GOE/GUE-like then the limiting Gaussian process can be viewed as a collection of simply yet nontrivially correlated two-dimensional Gaussian Free Fields.
MIT Department
Massachusetts Institute of Technology. Department of Mathematics
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
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DOI of Published Version
http://www.mathjournals.org/mmj/2014-014-001/2014-014-001-002.pdf
