Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
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Publication:785408
DOI10.1007/s10959-019-00905-0zbMath1450.60006arXiv1809.08367OpenAlexW2962862674WikidataQ127985934 ScholiaQ127985934MaRDI QIDQ785408
Publication date: 6 August 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.08367
random matriceslinear eigenvalue statisticsnon-Hermitian random matricesiid random matricesproduct matrices
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)
Related Items
Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices ⋮ Gaussian fluctuations for products of random matrices ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Functional CLT for non-Hermitian random matrices ⋮ Mesoscopic central limit theorem for non-Hermitian random matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ Linear eigenvalue statistics of random matrices with a variance profile
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