Central limit theorem for the complex eigenvalues of Gaussian random matrices (Q6597232)
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scientific article; zbMATH DE number 7905733
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| English | Central limit theorem for the complex eigenvalues of Gaussian random matrices |
scientific article; zbMATH DE number 7905733 |
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Central limit theorem for the complex eigenvalues of Gaussian random matrices (English)
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3 September 2024
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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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Ginibre ensemble
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random matrix
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