The Probability Seminar meets Wednesdays at 3:00PM. Organizers: Ramon van Handel, Mykhaylo Shkolnikov, Allan Sly, Miklos Racz.
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The probability seminar is supported by Mathematics and ORFE.
We consider random matrices X with i.i.d. entries, and we analyse its spectrum using Girko's formula. First, we show that the local spectral statistics at the edge is… See Full Abstract