4. Mathematics
  5. Probability

Alexander Soshnikov

Mathematics – Probability

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A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices

Mathematics – Probability
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Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities

Mathematics – Probability
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Determinantal random point fields

Mathematics – Probability
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Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices

Mathematics – Probability
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Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices

Mathematics – Probability
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