On the fluctuations of eigenvalues of multiplicative deformed unitary invariant ensembles

DOI10.1142/S2010326316500076zbMath1338.60076MaRDI QIDQ2809332

Vladimir Vasilchuk

Publication date: 27 May 2016

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesrandom matricescentral limit theoremlimit laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (2)

Fluctuations of \(\beta\)-Jacobi product processes ⋮ Gaussian fluctuations for products of random matrices

Cites Work

• Second order freeness and fluctuations of random matrices. II: Unitary random matrices
• Second order freeness and fluctuations of random matrices. III: Higher order freeness and free cumulants
• Multiplication of free random variables and the \(S\)-transform: the case of vanishing mean
• Free Random Variables
• Central Limit Theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
• On the law of addition of random matrices.
• On the law of multiplication of random matrices
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