Local eigenvalue statistics at the edge of the spectrum: some extensions of a theorem of Soshnikov
Local eigenvalue statistics at the edge of the spectrum: some extensions of a theorem of Soshnikov
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Alexander Sodin , Princeton University
Please note different day (Tuesday) and time. We construct a random decreasing sequence of multivariate functions, which at every point has the distribution of the Airy point process. The construction is motivated by a couple of limit theorems in which this random process appears as a limiting object.