Random matrices: universality of local spectral statistics of non-Hermitian matrices

DOI10.1214/13-AOP876zbMath1316.15042arXiv1206.1893OpenAlexW2147453031WikidataQ96098124 ScholiaQ96098124MaRDI QIDQ2338915

Van H. Vu, Terence C. Tao

Publication date: 27 March 2015

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

Full work available at URL: https://arxiv.org/abs/1206.1893

zbMATH Keywords

Stieltjes transformrandom matricesuniversalityasymptotic lawfour moment theoremcircular lawlog-determinantnonlinear stochastic difference equationGaussian matrix ensembleGinibre formulanon-Hermitian marices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Special integral transforms (Legendre, Hilbert, etc.) (44A15) Random matrices (algebraic aspects) (15B52) Stochastic difference equations (39A50)

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