On the rightmost eigenvalue of non-Hermitian random matrices

DOI10.1214/23-AOP1643arXiv2206.04448OpenAlexW4388617878MaRDI QIDQ6183250FDOQ6183250

Authors: Giorgio Cipolloni, László Erdős, Dominik Schröder, Yuanyuan Xu 

Publication date: 26 January 2024

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an $nimesn$ random matrix with independent identically distributed complex entries as $n$ tends to infinity. All terms in the expansion are universal.

Full work available at URL: https://arxiv.org/abs/2206.04448

Recommendations

• Edge universality for non-Hermitian random matrices
• A limit theorem at the edge of a non-Hermitian random matrix ensemble
• Eigenvalues of large chiral non-Hermitian random matrices
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• Random matrices: universality of local spectral statistics of non-Hermitian matrices

zbMATH Keywords

Ginibre ensembleGumbel distributionGirko's formulaSUSY method

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Rigidity of eigenvalues of generalized Wigner matrices
• Bulk universality for generalized Wigner matrices
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• Asymptotic distribution of smoothed eigenvalue density. II. Wigner random matrices
• On the distribution of the maximum value of the characteristic polynomial of GUE random matrices
• Random matrices: universality of local eigenvalue statistics
• Maximum of the Riemann zeta function on a short interval of the critical line
• Averaging fluctuations in resolvents of random band matrices
• The local semicircle law for a general class of random matrices
• Universality of local eigenvalue statistics for some sample covariance matrices
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
• The local circular law. II: The edge case
• Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
• Tracy-Widom distribution for the largest eigenvalue of real sample covariance matrices with general population
• Asymptotic properties of large random matrices with independent entries
• The interpolating Airy kernels for the \(\beta=1\) and \(\beta=4\) elliptic Ginibre ensembles
• Freezing transitions and extreme values: random matrix theory, \(\zeta(\frac12 +\mathrm{i}t)\) and disordered landscapes
• RANDOM MATRICES: THE CIRCULAR LAW
• Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
• From Gumbel to Tracy-Widom
• Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
• The spectral radius of large random matrices
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices
• Title not available (Why is that?)
• Edge scaling limits for a family of non-Hermitian random matrix ensembles
• Maximum of the characteristic polynomial of random unitary matrices
• Fixed energy universality of Dyson Brownian motion
• Edge universality for deformed Wigner matrices
• Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices
• Local law and Tracy-Widom limit for sparse random matrices
• Local inhomogeneous circular law
• A Dynamical Approach to Random Matrix Theory
• On the maximum of the C\(\beta\)E field
• The maximum of the CUE field
• Statistical properties of eigenvectors in non-Hermitian Gaussian random matrix ensembles
• Convergence of the spectral radius of a random matrix through its characteristic polynomial
• On the extreme values of the Riemann zeta function on random intervals of the critical line
• The Riemann zeta function and Gaussian multiplicative chaos: statistics on the critical line
• Mesoscopic eigenvalue statistics of Wigner matrices
• On the spectral radius of a random matrix: an upper bound without fourth moment
• Interpolation between Airy and Poisson statistics for unitary chiral non-Hermitian random matrix ensembles
• Extreme gaps between eigenvalues of Wigner matrices
• Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs
• Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
• Maximum of the characteristic polynomial of the Ginibre ensemble
• Fluctuation around the circular law for random matrices with real entries
• Edge universality for non-Hermitian random matrices
• Optimal lower bound on the least singular value of the shifted Ginibre ensemble
• RANDOM MATRICES WITH SLOW CORRELATION DECAY
• On the Condition Number of the Shifted Real Ginibre Ensemble
• Density of small singular values of the shifted real Ginibre ensemble
• Power law decay for systems of randomly coupled differential equations
• Directional extremal statistics for Ginibre eigenvalues
• Randomly coupled differential equations with elliptic correlations

Cited In (4)

• The complex elliptic Ginibre ensemble at weak non-Hermiticity: bulk spacing distributions
• Precise asymptotics for the spectral radius of a large random matrix
• The complex elliptic Ginibre ensemble at weak non-Hermiticity: edge spacing distributions
• Extremal statistics of quadratic forms of GOE/GUE eigenvectors

This page was built for publication: On the rightmost eigenvalue of non-Hermitian random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6183250)