Central limit theorem for the complex eigenvalues of Gaussian random matrices

DOI10.1214/24-ECP585MaRDI QIDQ6597232zbMATH OpenFDO

Authors Patrick Lopatto, Xiaoyu Xie

Publication date 3 September 2024

Published in Electronic Communications in Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1214/24-ECP585

zbMATH Keywords

Ginibre ensemblerandom matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

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Cites work

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• Entanglement entropy and Berezin-Toeplitz operators
• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• General eigenvalue correlations for the real Ginibre ensemble
• How Many Eigenvalues of a Random Matrix are Real?
• scientific article; zbMATH DE number 1925180 (Why is no real title available?)
• Local central limit theorem for determinantal point processes
• Locating the zeros of partial sums of exp(z) with Riemann-Hilbert methods
• On the Lambert \(w\) function
• Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
• Skew orthogonal polynomials and the partly symmetric real Ginibre ensemble
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• The Ginibre ensemble of real random matrices and its scaling limits
• The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law

Cited in

(4)

• Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
• Harer-Zagier type recursion formula for the elliptic GinOE
• Smallest gaps between eigenvalues of real Gaussian matrices
• The probability of almost all eigenvalues being real for the elliptic real Ginibre ensemble

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