On the rightmost eigenvalue of non-Hermitian random matrices

DOI10.1214/23-aop1643arXiv2206.04448OpenAlexW4388617878MaRDI QIDQ6183250

Yuanyuan Xu, Dominik Schröder, László Erdős, Giorgio Cipolloni

Publication date: 26 January 2024

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.04448

zbMATH Keywords

Gumbel distributionGinibre ensembleGirko's formulaSUSY method

Mathematics Subject Classification ID

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

Related Items (1)

Extremal statistics of quadratic forms of GOE/GUE eigenvectors

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