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 journalArticlepeer-review

5 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 languageEnglish
Pages (from-to)7575-7607
Number of pages33
JournalInternational Mathematics Research Notices
Volume2015
Issue number17
DOIs
StatePublished - 2015

Funding

FundersFunder number
Directorate for Mathematical and Physical Sciences1305472

    Fingerprint

    Dive into the research topics of 'A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices'. Together they form a unique fingerprint.

    Cite this