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)

Review text

The authors consider a real Ginibre matrix (GinOE) -- a random matrix whose entries are mutually independent Gaussian random variables with mean zero and variance one. A central limit theorem (CLT) for the eigenvalue counting function of the matrix is established.

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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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