Publications (30)
Products of independent elliptic random matrices
Sean O'Rourke, David Renfrew, Alexander Soshnikov +1
Fluctuations of Matrix Entries of Regular Functions of Sample Covariance Random Matrices
Sean O'Rourke, David Renfrew, Alexander Soshnikov
Statistics of Extreme Spacings in Determinantal Random Point Processes
Alexander Soshnikov
A note on universality of the distribution of the largest eigenvalues in certain sample covariance matrices
Alexander Soshnikov
Products of Independent Non-Hermitian Random Matrices
Sean O'Rourke, Alexander Soshnikov
Central Limit Theorem for Linear Statistics of Eigenvalues of Band Random Matrices
Lingyun Li, Alexander Soshnikov
Janossy Densities of Coupled Random Matrices
Alexander Soshnikov
Partial Linear Eigenvalue Statistics for Wigner and Sample Covariance Random Matrices
Sean O'Rourke, Alexander Soshnikov
Universality at the edge of the spectrum in Wigner random matrices
Alexander Soshnikov
Janossy Densities II. Pfaffian Ensembles
Alexander Soshnikov
Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble
Alexander Soshnikov
On Finite Rank Deformations of Wigner Matrices
Alessandro Pizzo, David Renfrew, Alexander Soshnikov
On Finite Rank Deformations of Wigner Matrices II: Delocalized Perturbations
David Renfrew, Alexander Soshnikov
Central Limit Theorem for local linear statistics in classical compact groups and related combinatorial identities
Alexander Soshnikov
Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices
Indrajit Jana, Koushik Saha, Alexander Soshnikov
On the Largest Singular Values of Random Matrices with Independent Cauchy Entries
Alexander Soshnikov, Yan V. Fyodorov
On the Largest Eigenvalue of a Random Subgraph of the Hypercube
Alexander Soshnikov, Benny Sudakov
On Resolvent Identities in Gaussian Ensembles at the Edge of the Spectrum
Alexander Soshnikov
Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle
Alexander Soshnikov, Yuanyuan Xu
Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices
Alessandro Pizzo, David Renfrew, Alexander Soshnikov
Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles
Alexander Bufetov, Sevak Mkrtchyan, Maria Shcherbina +1
Gaussian limit for determinantal random point fields
Alexander Soshnikov
Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
Alexander Soshnikov
On Fluctuations of Matrix Entries of Regular Functions of Wigner Matrices with Non-Identically Distributed Entries
Sean O'Rourke, David Renfrew, Alexander Soshnikov
On the largest eigenvalue of a sparse random subgraph of the hypercube
Alexander Soshnikov
On the lower bound of the spectral norm of symmetric random matrices with independent entries
Sandrine Peche, Alexander Soshnikov
Wigner random matrices with non-symmetrically distributed entries
Sandrine Peche, Alexander Soshnikov
Janossy Densities I. Determinantal Ensembles
Alexei Borodin, Alexander Soshnikov
Determinantal random point fields
Alexander Soshnikov
Distribution of singular values of random band matrices; Marchenko-Pastur law and more
Indrajit Jana, Alexander Soshnikov