A Limit Theorem at the Spectral Edge for Corners of Time-Dependent Wigner Matrices

作者:Sodin Sasha*
来源:International Mathematics Research Notices, 2015, 2015(17): 7575-7607.
DOI:10.1093/imrn/rnu180

摘要

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.

  • 出版日期2015