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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Convergence of edge eigenvalues for Gaussian matrices

I am reading this lecture note. I have a difficulty in understanding the third section in chapter 6. Particularly, in Theorem 4.1, they claimed that Let $X$ be a Gaussian Wigner matrix satisfying ass …
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