A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices

Sasha Sodin

doi:10.1093/imrn/rnu180

A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices

Sasha Sodin^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: A random decreasing sequence of continuous functions of two variables, which at every point has the distribution of the Airy point process. The analysis is based on the methods developed by Soshnikov to study the extreme eigenvalues of a single Wigner matrix.

Original language	English
Pages (from-to)	7575-7607
Number of pages	33
Journal	International Mathematics Research Notices
Volume	2015
Issue number	17
DOIs	https://doi.org/10.1093/imrn/rnu180
State	Published - 2015
Externally published	Yes

Bibliographical note

Publisher Copyright:
© 2014 The Author(s).

Access to Document

10.1093/imrn/rnu180

Cite this

@article{e42fa5ef4fb941b4a2289e50f97a810e,

title = "A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices",

abstract = "For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: A random decreasing sequence of continuous functions of two variables, which at every point has the distribution of the Airy point process. The analysis is based on the methods developed by Soshnikov to study the extreme eigenvalues of a single Wigner matrix.",

author = "Sasha Sodin",

note = "Publisher Copyright: {\textcopyright} 2014 The Author(s).",

year = "2015",

doi = "10.1093/imrn/rnu180",

language = "אנגלית",

volume = "2015",

pages = "7575--7607",

journal = "International Mathematics Research Notices",

issn = "1073-7928",

publisher = "Oxford University Press",

number = "17",

}

TY - JOUR

T1 - A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices

AU - Sodin, Sasha

PY - 2015

Y1 - 2015

N2 - For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: A random decreasing sequence of continuous functions of two variables, which at every point has the distribution of the Airy point process. The analysis is based on the methods developed by Soshnikov to study the extreme eigenvalues of a single Wigner matrix.

AB - For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: A random decreasing sequence of continuous functions of two variables, which at every point has the distribution of the Airy point process. The analysis is based on the methods developed by Soshnikov to study the extreme eigenvalues of a single Wigner matrix.

UR - https://www.scopus.com/pages/publications/84943563057

U2 - 10.1093/imrn/rnu180

DO - 10.1093/imrn/rnu180

M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???

AN - SCOPUS:84943563057

SN - 1073-7928

VL - 2015

SP - 7575

EP - 7607

JO - International Mathematics Research Notices

JF - International Mathematics Research Notices

IS - 17

ER -

A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices

Abstract

Bibliographical note

Access to Document

Other files and links

Fingerprint

Cite this