Level spacings distribution for large random matrices: Gaussian fluctuations

DOI10.2307/121004zbMath0944.60060OpenAlexW2007530162MaRDI QIDQ1281568

Alexander B. Soshnikov

Publication date: 13 September 2000

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: http://www.math.princeton.edu/~annals/issues/1998/148_2.html

zbMATH Keywords

distributioneigenvectorcompact groupmatrix

Mathematics Subject Classification ID

Stochastic processes (60G99) Random matrices (algebraic aspects) (15B52) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Functional limit theorems; invariance principles (60F17)

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