Local eigenvalue statistics at the edge of the spectrum: an extension of a theorem of Soshnikov

We discuss two random decreasing sequences of continuous functions in two variables, and how they arise as the scaling limit from corners of a (real / complex) Wigner matrix undergoing stochastic evolution. The restriction of the second one to certain curves in the plane gives the Airy-2 time-dependent point process introduced by Praehofer and Spohn in the context of random growth.

Date

Speakers

Alexander Sodin

Affiliation

Princeton University