Random matrices: universality of ESDs and the circular law

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DOI10.1214/10-AOP534zbMath1203.15025arXiv0807.4898OpenAlexW2063361547WikidataQ59485698 ScholiaQ59485698MaRDI QIDQ1958467

Manjunath Krishnapur, Van H. Vu, Terence C. Tao

Publication date: 29 September 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4898

zbMATH Keywords

universality limiting distribution convergence in probability semicircle law circular law empirical spectral distributions Hermitian random matrix eigenvalues, random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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