Central limit theorem for the complex eigenvalues of Gaussian random matrices

DOI10.1214/24-ECP585zbMATH Open1547.6003MaRDI QIDQ6597232FDOQ6597232

Authors: Patrick Lopatto, Xiaoyu Xie 

Publication date: 3 September 2024

Published in: Electronic Communications in Probability (Search for Journal in Brave)

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zbMATH Keywords

random matrixGinibre ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Cites Work

• On the Lambert \(w\) function
• The Ginibre ensemble of real random matrices and its scaling limits
• The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
• The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
• How Many Eigenvalues of a Random Matrix are Real?
• A first course in Sobolev spaces
• Local central limit theorem for determinantal point processes
• Around the circular law
• A method to calculate correlation functions for \(\beta =1\) random matrices of odd size
• Skew orthogonal polynomials and the partly symmetric real Ginibre ensemble
• General eigenvalue correlations for the real Ginibre ensemble
• Correlation functions for \(\beta =1\) ensembles of matrices of odd size
• Central limit theorems for the real eigenvalues of large Gaussian random matrices
• Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
• Locating the zeros of partial sums of exp(z) with Riemann-Hilbert methods
• A New Derivation of Stirling's Approximation to n!
• Entanglement entropy and Berezin-Toeplitz operators
• Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
• Title not available (Why is that?)

Cited In (2)

• Local central limit theorem for real eigenvalue fluctuations of elliptic GinOE matrices
• Harer-Zagier type recursion formula for the elliptic GinOE

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