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On correlation function of high moments of Wigner random matrices
correlation function Wigner random matrices
2010/11/23
We consider the Wigner ensemble of Hermitian n-dimensional random matrices and study the correlation function K(s',s") of their moments in the limit when the numbers s', s" of the moments are proporti...
CLT for spectra of submatrices of Wigner random matrices II. Stochastic evolution
CLT submatrices Wigner random matrices II Stochastic evolution
2010/11/22
We show that the global fluctuations of spectra of GOE and GUE matrices and their principal submatrices executing Dyson's Brownian motion are Gaussian in the limit of large matrix dimensions. For nest...