Gaussian fluctuations of eigenvalues of random Hermitian matrices associated with fixed and varying weights
DOI10.1142/S201032631650009XzbMath1354.15026MaRDI QIDQ2822699
Publication date: 4 October 2016
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
eigenvalueorthogonal polynomialsrandom matricesreproducing kernelHermitian matrixGaussian unitary ensemble
Random matrices (probabilistic aspects) (60B20) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Random matrices (algebraic aspects) (15B52)
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Cites Work
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