Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
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Publication:2865825
zbMath1276.60026arXiv1002.1212MaRDI QIDQ2865825
Giovanni Peccati, Ivan Nourdin
Publication date: 3 December 2013
Full work available at URL: https://arxiv.org/abs/1002.1212
spectral moments; eigenvalues; invariance principles; universality; central limit theorems; normal approximation; non-Hermitian random matrices; almost sure central limit theorems; fourth-moment criteria
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus