Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices

DOI10.1137/S0040585X97T991179MaRDI QIDQ5883336zbMATH OpenFDO

Authors

Publication date 30 March 2023

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.08856

zbMATH Keywords

rate of convergencerandom matrixWasserstein distancelinear eigenvalue statisticscircular lawspectral statisticindependent and identically distributed matrices

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites work

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Cited in

(5)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Central limit theorem for the complex eigenvalues of Gaussian random matrices
• Partial linear eigenvalue statistics for non-Hermitian random matrices
• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
• Limiting laws of linear eigenvalue statistics for Hermitian matrix models

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