Central limit theorem for linear eigenvalue statistics of elliptic random matrices
From MaRDI portal
(Redirected from Publication:325922)
Abstract: We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear eigenvalue statistics of real elliptic random matrices under the assumption that the test functions are analytic. As a corollary, we extend the results of Rider and Silverstein to real iid random matrices.
Recommendations
- A quantitative central limit theorem for linear statistics of random matrix eigenvalues
- Central limit theorem for linear eigenvalue statistics of orthogonally invariant matrix models
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central limit theorem for linear statistics of eigenvalues of band random matrices
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Independent Matrices of Rank One
- Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices
- Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Central limit theorems for the real eigenvalues of large Gaussian random matrices
- Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices
Cites work
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 194139 (Why is no real title available?)
- scientific article; zbMATH DE number 1026562 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
- scientific article; zbMATH DE number 3229764 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A CLT for a band matrix model
- An Alternate Proof of the Continuity of the Roots of a Polynomial
- Around the circular law
- CLT for linear spectral statistics of large-dimensional sample covariance matrices.
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Central limit theorem for linear eigenvalue statistics of the Wigner and sample covariance random matrices
- Central limit theorem for traces of large random symmetric matrices with independent matrix elements
- Circular law
- Circular law, extreme singular values and potential theory
- Elliptic Law
- Gaussian fluctuations for non-Hermitian random matrix ensembles
- Linear functionals of eigenvalues of random matrices
- Low rank perturbations of large elliptic random matrices
- On fluctuations of eigenvalues of random Hermitian matrices.
- On the Eigenvalues of Random Matrices
- RANDOM MATRICES: THE CIRCULAR LAW
- Random matrices: universality of ESDs and the circular law
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- Some estimates of norms of random matrices
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- The Elliptic Law: ten years later I
- The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
- The circular law for random matrices
- The elliptic law
- Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
Cited in
(25)- Singular values distribution of squares of elliptic random matrices and type B Narayana polynomials
- The Central Limit Theorem for Linear Eigenvalue Statistics of the Sum of Independent Matrices of Rank One
- CLT for non-Hermitian random band matrices with variance profiles
- Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
- Central limit theorems for linear statistics of heavy tailed random matrices
- Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
- On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases
- Fluctuation around the circular law for random matrices with real entries
- Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble
- 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
- Central limit theorems for the real eigenvalues of large Gaussian random matrices
- Random matrix products: universality and least singular values
- Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices
- Spectrum of heavy-tailed elliptic random matrices
- Local elliptic law
- Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
- A review of exact results for fluctuation formulas in random matrix theory
- Central limit theorem for linear statistics of eigenvalues of band random matrices
- Mesoscopic central limit theorem for non-Hermitian random matrices
- Process convergence of fluctuations of linear eigenvalue statistics of random circulant matrices
- Fluctuations of the spectrum in rotationally invariant random matrix ensembles
- Real Eigenvalues of Elliptic Random Matrices
- Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- Linear eigenvalue statistics of random matrices with a variance profile
This page was built for publication: Central limit theorem for linear eigenvalue statistics of elliptic random matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q325922)
