Gaussian fluctuations for products of random matrices
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Publication:5065954
DOI10.1353/AJM.2022.0006zbMath1498.60032arXiv1812.06532OpenAlexW2904889436MaRDI QIDQ5065954
Publication date: 23 March 2022
Published in: American Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.06532
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)
Related Items (9)
CLT for non-Hermitian random band matrices with variance profiles ⋮ Fluctuations of \(\beta\)-Jacobi product processes ⋮ Matrix addition and the Dunkl transform at high temperature ⋮ Lyapunov exponent, universality and phase transition for products of random matrices ⋮ Extremal singular values of random matrix products and Brownian motion on \(\text{\textsf{GL}} (N, \mathbb{C})\) ⋮ Lyapunov exponents for truncated unitary and Ginibre matrices ⋮ Random neural networks in the infinite width limit as Gaussian processes ⋮ Universality for cokernels of random matrix products ⋮ A review of exact results for fluctuation formulas in random matrix theory
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