Central limit theorem for linear eigenvalue statistics of elliptic random matrices
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Publication:325922
DOI10.1007/s10959-015-0609-9zbMath1388.60031arXiv1410.4586OpenAlexW2115674120MaRDI QIDQ325922
Publication date: 11 October 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.4586
Related Items (20)
CLT for non-Hermitian random band matrices with variance profiles ⋮ Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices ⋮ Fluctuations in the spectrum of non-Hermitian i.i.d. matrices ⋮ Local elliptic law ⋮ Singular values distribution of squares of elliptic random matrices and type B Narayana polynomials ⋮ Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble ⋮ On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases ⋮ Mesoscopic central limit theorem for non-Hermitian random matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Central limit theorems for the real eigenvalues of large Gaussian random matrices ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices ⋮ VICTORIA transform, RESPECT and REFORM methods for the proof of the \(G\)-elliptic law under \(G\)-Lindeberg condition and twice stochastic condition for the variances and covariances of the entries of some random matrices ⋮ Spectrum of heavy-tailed elliptic random matrices ⋮ Random matrix products: universality and least singular values ⋮ Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices ⋮ Fluctuations of the spectrum in rotationally invariant random matrix ensembles ⋮ Linear eigenvalue statistics of random matrices with a variance profile
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