Fluctuation around the circular law for random matrices with real entries

DOI10.1214/21-EJP591zbMath1477.60016arXiv2002.02438OpenAlexW3157766147MaRDI QIDQ2042871

Dominik Schröder, László Erdős, Giorgio Cipolloni

Publication date: 21 July 2021

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

Full work available at URL: https://arxiv.org/abs/2002.02438

zbMATH Keywords

central limit theoremlinear statisticslocal lawDyson Brownian motionGirko's formula

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (13)

Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices ⋮ Fluctuations in the spectrum of non-Hermitian i.i.d. matrices ⋮ Convergence of the spectral radius of a random matrix through its characteristic polynomial ⋮ On the Condition Number of the Shifted Real Ginibre Ensemble ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ The dissipative spectral form factor for I.I.D. matrices ⋮ Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble ⋮ On the Correlation Functions of the Characteristic Polynomials of Random Matrices with Independent Entries: Interpolation Between Complex and Real Cases ⋮ On the rightmost eigenvalue of non-Hermitian random matrices ⋮ Quenched universality for deformed Wigner matrices ⋮ Mesoscopic central limit theorem for non-Hermitian random matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Density of small singular values of the shifted real Ginibre ensemble

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