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CLT for spectra of submatrices of Wigner random matrices

Author(s)
Borodin, Alexei
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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.
Date issued
2014-03
URI
http://hdl.handle.net/1721.1/92817
Department
Massachusetts Institute of Technology. Department of Mathematics
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
ISSN
1609-4514
1609-3321

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