A limit theorem at the spectral edge for corners of time-dependent Wigner matrices
Mathematical Physics
2016-11-10 v4 math.MP
Probability
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.
Keywords
Cite
@article{arxiv.1312.1007,
title = {A limit theorem at the spectral edge for corners of time-dependent Wigner matrices},
author = {Sasha Sodin},
journal= {arXiv preprint arXiv:1312.1007},
year = {2016}
}
Comments
37 pages; v2: revised the presentation and fixed lapses; v3: added minor clarifications