| dc.contributor.author | Borodin, Alexei | |
| dc.date.accessioned | 2015-01-13T15:17:03Z | |
| dc.date.available | 2015-01-13T15:17:03Z | |
| dc.date.issued | 2014-03 | |
| dc.date.submitted | 2013-06 | |
| dc.identifier.issn | 1609-4514 | |
| dc.identifier.issn | 1609-3321 | |
| dc.identifier.uri | http://hdl.handle.net/1721.1/92817 | |
| dc.description.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. | en_US |
| dc.description.sponsorship | National Science Foundation (U.S.) (Grant DMS-1056390) | en_US |
| dc.language.iso | en_US | |
| dc.publisher | Independent University of Moscow | en_US |
| dc.relation.isversionof | http://www.mathjournals.org/mmj/2014-014-001/2014-014-001-002.pdf | en_US |
| dc.rights | Creative Commons Attribution-Noncommercial-Share Alike | en_US |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-sa/4.0/ | en_US |
| dc.source | arXiv | en_US |
| dc.title | CLT for spectra of submatrices of Wigner random matrices | en_US |
| dc.type | Article | en_US |
| dc.identifier.citation | Borodin, Alexei. "CLT for spectra of submatrices of Wigner random matrices." Moscow Mathematical Journal 14.1 (March 2014), 29-38. | en_US |
| dc.contributor.department | Massachusetts Institute of Technology. Department of Mathematics | en_US |
| dc.contributor.mitauthor | Borodin, Alexei | en_US |
| dc.relation.journal | Moscow Mathematical Journal | en_US |
| dc.eprint.version | Original manuscript | en_US |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | en_US |
| eprint.status | http://purl.org/eprint/status/NonPeerReviewed | en_US |
| dspace.orderedauthors | Borodin, Alexei | en_US |
| dc.identifier.orcid | https://orcid.org/0000-0002-2913-5238 | |
| mit.license | OPEN_ACCESS_POLICY | en_US |
| mit.metadata.status | Complete | |
