Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs

zbMath1276.60026arXiv1002.1212MaRDI QIDQ2865825

Publication date: 3 December 2013

Full work available at URL: https://arxiv.org/abs/1002.1212

spectral moments eigenvalues invariance principles universality central limit theorems normal approximation non-Hermitian random matrices almost sure central limit theorems fourth-moment criteria

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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