期刊
MOSCOW MATHEMATICAL JOURNAL
卷 14, 期 1, 页码 29-38出版社
INDEPENDENT UNIV MOSCOW-IUM
DOI: 10.17323/1609-4514-2014-14-1-29-38
关键词
Wigner random matrix; Gaussian fluctuations; Gaussian free field
资金
- NSF grant [DMS-1056390]
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [1056390] Funding Source: National Science Foundation
We prove a CLT for spectra of submatrices of real symmetric and Hermitian Wigner matrices. We show that if in the standard normalization the fourth moment of the off-diagonal entries is GOE/GUE-like then the limiting Gaussian process can be viewed as a collection of simply yet nontrivially correlated two-dimensional Gaussian Free Fields.
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