References$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_upper_j_idt145",{id:"formSmash:upper:j_idt145",widgetVar:"widget_formSmash_upper_j_idt145",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:upper:referencesLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_upper_j_idt146_j_idt148",{id:"formSmash:upper:j_idt146:j_idt148",widgetVar:"widget_formSmash_upper_j_idt146_j_idt148",target:"formSmash:upper:j_idt146:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});

Gaussian fluctuations of eigenvalues in the GUEPrimeFaces.cw("AccordionPanel","widget_formSmash_some",{id:"formSmash:some",widgetVar:"widget_formSmash_some",multiple:true}); PrimeFaces.cw("AccordionPanel","widget_formSmash_all",{id:"formSmash:all",widgetVar:"widget_formSmash_all",multiple:true});
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PrimeFaces.cw("AccordionPanel","widget_formSmash_responsibleOrgs",{id:"formSmash:responsibleOrgs",widgetVar:"widget_formSmash_responsibleOrgs",multiple:true}); 2005 (English)In: Annales de l'Institut Henri Poincare, (B) Probabilites et Statistiques, ISSN 0246-0203, Vol. 41, no 2, 151-178 p.Article in journal (Refereed) Published
##### Abstract [en]

##### Place, publisher, year, edition, pages

2005. Vol. 41, no 2, 151-178 p.
##### Keyword [en]

Limit distribution; Random matrices
##### National Category

Mathematics
##### Identifiers

URN: urn:nbn:se:kth:diva-7024DOI: 10.1016/j.anihpb.2004.04.002ISI: 000227724900002ScopusID: 2-s2.0-14544296548OAI: oai:DiVA.org:kth-7024DiVA: diva2:11900
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt375",{id:"formSmash:j_idt375",widgetVar:"widget_formSmash_j_idt375",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt381",{id:"formSmash:j_idt381",widgetVar:"widget_formSmash_j_idt381",multiple:true});
#####

PrimeFaces.cw("AccordionPanel","widget_formSmash_j_idt387",{id:"formSmash:j_idt387",widgetVar:"widget_formSmash_j_idt387",multiple:true});
##### Note

QC 20100716Available from: 2007-04-20 Created: 2007-04-20 Last updated: 2010-07-16Bibliographically approved
##### In thesis

Under certain conditions on k we calculate the limit distribution of the kth largest eigenvalue, x(k), of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both n - k and k tends to infinity as n -> infinity then x(k) is normally distributed in the limit. We also consider the joint limit distribution of x(k1) < center dot center dot center dot < x(k) where we require that n - k(i) and k(i), 1 <= i <= m, tends to infinity with n. The result is an m-dimensional normal distribution

1. Gaussian fluctuations in some determinantal processes$(function(){PrimeFaces.cw("OverlayPanel","overlay11902",{id:"formSmash:j_idt647:0:j_idt651",widgetVar:"overlay11902",target:"formSmash:j_idt647:0:parentLink",showEvent:"mousedown",hideEvent:"mousedown",showEffect:"blind",hideEffect:"fade",appendToBody:true});});

References$(function(){PrimeFaces.cw("TieredMenu","widget_formSmash_lower_j_idt1080",{id:"formSmash:lower:j_idt1080",widgetVar:"widget_formSmash_lower_j_idt1080",autoDisplay:true,overlay:true,my:"left top",at:"left bottom",trigger:"formSmash:lower:referencesLink",triggerEvent:"click"});}); $(function(){PrimeFaces.cw("OverlayPanel","widget_formSmash_lower_j_idt1081_j_idt1083",{id:"formSmash:lower:j_idt1081:j_idt1083",widgetVar:"widget_formSmash_lower_j_idt1081_j_idt1083",target:"formSmash:lower:j_idt1081:permLink",showEffect:"blind",hideEffect:"fade",my:"right top",at:"right bottom",showCloseIcon:true});});