FLUCTUATIONS OF MATRIX ENTRIES OF ANALYTIC FUNCTIONS OF NON-HERMITIAN RANDOM MATRICES

DOI10.1142/S2010326312500086zbMath1258.60012arXiv1110.4323OpenAlexW2963889208MaRDI QIDQ2920379

Sean O'Rourke

Publication date: 16 October 2012

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.4323

zbMATH Keywords

resolventcentral limit theoremrandom matrix theory

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Spectrum, resolvent (47A10)

Cites Work

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• The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
• Random matrices: universality of ESDs and the circular law
• RANDOM MATRICES: THE CIRCULAR LAW
• Matrix Analysis
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Probability

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