One more proof of the Erd\H{o}s--Tur\'an inequality, and an error estimate in Wigner's law (2009)
Feldheim, Ohad N., Sodin, Sasha
We prove the Erdos-Turan equidistribution inequality, using a construction due to Chebyshev, Markov, and Stieltjes. The method is applicable in a more general setting. As an example, we state another...
A universality result for the smallest eigenvalues of certain sample covariance matrices (2008)
Feldheim, Ohad N., Sodin, Sasha
After proper rescaling and under some technical assumptions, the smallest eigenvalue of a sample covariance matrix with aspect ratio bounded away from 1 converges to the Tracy--Widom distribution....