Central limit theorems for the real eigenvalues of large Gaussian random matrices

DOI10.1142/S2010326317500022zbMath1378.60054arXiv1512.01449OpenAlexW2962931600MaRDI QIDQ2973392

Nicholas J. Simm

Publication date: 3 April 2017

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.01449

zbMATH Keywords

central limit theoremrandom matrixGinibre ensemblecircular lawnon-Hermitian random matricesreal eigenvalueslinear statisticPoisson eigenvalues

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (9)

Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ Fluctuations and correlations for products of real asymmetric random matrices ⋮ Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble ⋮ Mesoscopic central limit theorem for non-Hermitian random matrices ⋮ Symmetric function theory and unitary invariant ensembles ⋮ The probability that all eigenvalues are real for products of truncated real orthogonal random matrices ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ On the number of real eigenvalues of a product of truncated orthogonal random matrices ⋮ How Many Eigenvalues of a Product of Truncated Orthogonal Matrices are Real?

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