Gaussian fluctuations of eigenvalues in the GUE

Jonas Gustavsson

Annales de l'I.H.P. Probabilités et statistiques (2005)

  • Volume: 41, Issue: 2, page 151-178
  • ISSN: 0246-0203

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Gustavsson, Jonas. "Gaussian fluctuations of eigenvalues in the GUE." Annales de l'I.H.P. Probabilités et statistiques 41.2 (2005): 151-178. <http://eudml.org/doc/77840>.

@article{Gustavsson2005,
author = {Gustavsson, Jonas},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {random matrices; limit distribution},
language = {eng},
number = {2},
pages = {151-178},
publisher = {Elsevier},
title = {Gaussian fluctuations of eigenvalues in the GUE},
url = {http://eudml.org/doc/77840},
volume = {41},
year = {2005},
}

TY - JOUR
AU - Gustavsson, Jonas
TI - Gaussian fluctuations of eigenvalues in the GUE
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2005
PB - Elsevier
VL - 41
IS - 2
SP - 151
EP - 178
LA - eng
KW - random matrices; limit distribution
UR - http://eudml.org/doc/77840
ER -

References

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  7. [7] M.L. Mehta, Random Matrices, Academic Press, New York, 1991. Zbl0780.60014MR1083764
  8. [8] F.W.J. Oliver, Asymptotics and Special Functions, A.K. Peters, Wellesley, MA, 1997. Zbl0982.41018MR1429619
  9. [9] A. Soshnikov, Determinantal random point fields, Russian Math. Surveys55 (5) (2000) 923-975. Zbl0991.60038MR1799012
  10. [10] A. Soshnikov, Gaussian fluctuations in Airy, Bessel, sine and other determinantal random point fields, J. Statist. Phys.100 (3/4) (2000) 491-522. Zbl1041.82001MR1788476
  11. [11] A. Soshnikov, Gaussian limit for determinantal random point fields, Ann. Probab.30 (1) (2002) 171-187. Zbl1033.60063MR1894104
  12. [12] C.A. Tracy, H. Widom, Level spacing distributions and the Airy kernel, Comm. Math. Phys.159 (1994) 151-174. Zbl0789.35152MR1257246

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