CLT for spectra of submatrices of Wigner random matrices (1010.0898v1)

Published 5 Oct 2010 in math.PR, math-ph, and math.MP

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 two-dimensional Gaussian Free Fields.

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Authors (1)

Alexei Borodin

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