Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
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Publication:6077895
DOI10.1002/cpa.22028zbMath1524.60020arXiv1912.04100OpenAlexW3216143841MaRDI QIDQ6077895
Dominik Schröder, Giorgio Cipolloni, László Erdős
Publication date: 18 October 2023
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.04100
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random matrices (algebraic aspects) (15B52)
Related Items (8)
Fluctuations in the spectrum of non-Hermitian i.i.d. matrices ⋮ The dissipative spectral form factor for I.I.D. matrices ⋮ Functional CLT for non-Hermitian random matrices ⋮ Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble ⋮ On the spectral form factor for random matrices ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ On the rightmost eigenvalue of non-Hermitian random matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory
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