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Moscow Mathematical Journal, 2014, Volume 14, Number 1, Pages 29–38
DOI: https://doi.org/10.17323/1609-4514-2014-14-1-29-38 (Mi mmj513) 		 
This article is cited in 27 scientific papers (total in 27 papers)

CLT for spectra of submatrices of Wigner random matrices

Alexei Borodinab

a IITP RAS, Bolshoy Karetny per. 19, Moscow, 127994, Russia
b Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge MA 02139, USA
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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-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.
Key words and phrases: Wigner random matrix, Gaussian fluctuations, Gaussian Free Field.
Received: October 5, 2010; in revised form June 15, 2013
Bibliographic databases:
Document Type: Article
MSC: 60B20, 60G15
Language: English
Citation: Alexei Borodin, “CLT for spectra of submatrices of Wigner random matrices”, Mosc. Math. J., 14:1 (2014), 29–38
Citation in format AMSBIB
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\by Alexei~Borodin
\paper CLT for spectra of submatrices of Wigner random matrices
\jour Mosc. Math.~J.
\yr 2014
\vol 14
\issue 1
\pages 29--38
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    • This publication is cited in the following 27 articles:
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