Alexander Soshnikov
- A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
2001/04/10 by Alexander Soshnikov, Soshnikov, Alexander · 3 citations
Mathematics · Physics and Astronomy · #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #math-ph #math.MP #math.PR
- Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities
1999/08/13 by Alexander Soshnikov, Soshnikov, Alexander · 2 citations
Mathematics · #Advanced Algebra and Geometry #Advanced Operator Algebra Research #Combinatorics (math.CO) #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #math.CO #math.PR
- Janossy Densities I. Determinantal Ensembles
2002/12/20 by Alexei Borodin, Borodin, Alexei, Alexander Soshnikov +1 · 2 citations
Mathematics · Physics and Astronomy · #Advanced Combinatorial Mathematics #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Point processes and geometric inequalities #Probability (math.PR) #Random Matrices and Applications #math-ph #math.MP #math.PR
- Statistics of Extreme Spacings in Determinantal Random Point Processes
2005/06/14 by Alexander Soshnikov, Soshnikov, Alexander · 2 citations
Mathematics · #Random Matrices and Applications #Point processes and geometric inequalities #Stochastic processes and statistical mechanics
- On Finite Rank Deformations of Wigner Matrices
2011/03/18 by Alessandro Pizzo, Pizzo, Alessandro, David Renfrew +3 · 2 citations
Mathematics · #60B20 #Advanced Algebra and Geometry #Advanced Combinatorial Mathematics #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications
- Gaussian limit for determinantal random point fields
2000/06/05 by Alexander Soshnikov, Soshnikov, Alexander · 1 citation
Mathematics · Physics and Astronomy · #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #math-ph #math.MP #math.PR
- Janossy Densities II. Pfaffian Ensembles
2003/01/03 by Alexander Soshnikov, Soshnikov, Alexander · 1 citation
Mathematics · Physics and Astronomy · #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #math-ph #math.MP #math.PR
- Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
2004/05/31 by Alexander Soshnikov · 1 citation
Mathematics · Physics and Astronomy · #math.PR #math-ph #math.MP
- Wigner random matrices with non-symmetrically distributed entries
2007/02/01 by Sandrine Péché, Peche, Sandrine, Alexander Soshnikov +1 · 1 citation
Mathematics · #Advanced Algebra and Geometry #Combinatorics (math.CO) #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #advanced mathematical theories
- Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices
2013/04/24 by Lingyun Li, Alexander Soshnikov, Li, Lingyun +1 · 1 citation
Mathematics · #60B20 #Advanced Algebra and Geometry #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics