Functional CLT for non-Hermitian random matrices
From MaRDI portal
Publication:6147700
DOI10.1214/22-aihp1304arXiv2112.11382OpenAlexW4388293324MaRDI QIDQ6147700
Publication date: 16 January 2024
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.11382
Random matrices (probabilistic aspects) (60B20) Functional limit theorems; invariance principles (60F17)
Cites Work
- Unnamed Item
- Unnamed Item
- Local circular law for random matrices
- Characteristic vectors of bordered matrices with infinite dimensions
- Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
- On the convergence of the spectral empirical process of Wigner matrices
- Gaussian fluctuations for non-Hermitian random matrix ensembles
- Central limit theorem for linear eigenvalue statistics of random matrices with independent entries
- Circular law
- Local inhomogeneous circular law
- Random matrices: universality of ESDs and the circular law
- Thermalisation for Wigner matrices
- The distribution of overlaps between eigenvectors of Ginibre matrices
- Location of the spectrum of Kronecker random matrices
- Mesoscopic eigenvalue statistics of Wigner matrices
- Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices
- Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs
- Fluctuation formula for complex random matrices
- Power Law Decay for Systems of Randomly Coupled Differential Equations
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- The Noise in the Circular Law and the Gaussian Free Field
- Operator-valued Semicircular Elements: Solving A Quadratic Matrix Equation with Positivity Constraints
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
This page was built for publication: Functional CLT for non-Hermitian random matrices
