Search for dissertations about: "Alexander Soshnikov"

Found 1 swedish dissertation containing the words Alexander Soshnikov.

2. 1. Gaussian fluctuations in some determinantal processes

   Author : Jonas Hägg; Kurt Johansson; Alexander Soshnikov; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Random matrices; limit theorems; MATHEMATICS; MATEMATIK;

   Abstract : This thesis consists of two parts, Papers A and B, in which some stochastic processes, originating from random matrix theory (RMT), are studied. In the first paper we study the fluctuations of the kth largest eigenvalue, xk, of the Gaussian unitary ensemble (GUE). READ MORE