CLT for Spectra of Submatrices of Wigner Random Matrices

Alexei Borodin

Type: Article

Publication Date: 2014-01-01

Citations: 52

DOI: https://doi.org/10.17323/1609-4514-2014-14-1-29-38

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-digonal entries is GOE/GUE-like then the limiting Gaussian process can be viewed as a collection of simply yet nontrivially correlated twodimensional Gaussian Free Fields.

Locations

Moscow Mathematical Journal - View
arXiv (Cornell University) - View - PDF

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