Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs

zbMath1276.60026arXiv1002.1212MaRDI QIDQ2865825

Giovanni Peccati, Ivan Nourdin

Publication date: 3 December 2013

Full work available at URL: https://arxiv.org/abs/1002.1212

zbMATH Keywords

spectral moments; eigenvalues; invariance principles; universality; central limit theorems; normal approximation; non-Hermitian random matrices; almost sure central limit theorems; fourth-moment criteria

Mathematics Subject Classification ID

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus