Central limit theorem for the complex eigenvalues of Gaussian random matrices
type: Item
instance of: scholarly article
title: Central limit theorem for the complex eigenvalues of Gaussian random matrices
zbMATH Open document ID: 1547.6003
author: Q6146832
author: Patrick Lopatto
author: Xiaoyu Xie
published in: Electronic Communications in Probability
publication date: 2024-09-03T00:00:00Z
review text: The authors consider a real Ginibre matrix (GinOE) -- a random matrix whose entries are mutually independent Gaussian random variables with mean zero and variance one. A central limit theorem (CLT) for the eigenvalue counting function of the matrix is established.
reviewed by: Pavel Stoynov
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60B20
zbMATH DE Number: 7905733
zbMATH Keywords: Ginibre ensemble
zbMATH Keywords: random matrix
MaRDI profile type: MaRDI publication profile
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DOI: 10.1214/24-ECP585
description: scientific article; zbMATH DE number 7905733