Fluctuations of the spectrum in rotationally invariant random matrix ensembles

DOI10.1142/S2010326321500258zbMath1479.60015arXiv1912.11518MaRDI QIDQ5019001

Mark W. Meckes, Elizabeth S. Meckes

Publication date: 27 December 2021

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

Full work available at URL: https://arxiv.org/abs/1912.11518

zbMATH Keywords

Stein's methodlinear eigenvalue statisticsfixed-trace ensemblesnorm-dependent ensemblesnorm-dependent random matricesrotationally-invariant random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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