Random matrix products: universality and least singular values
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Publication:784173
DOI10.1214/19-AOP1396zbMath1451.60017arXiv1802.03004OpenAlexW3035879727MaRDI QIDQ784173
Sean O'Rourke, Phil Kopel, Van H. Vu
Publication date: 31 July 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.03004
universalitycorrelation functionnon-Hermitian matriceslinear statisticsmoment matchingcircular lawi.i.d. matricesleast singular valueproduct random matricestruncated random unitary matrices
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (6)
CLT for non-Hermitian random band matrices with variance profiles ⋮ Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices ⋮ A review of exact results for fluctuation formulas in random matrix theory ⋮ Universality and least singular values of random matrix products: a simplified approach ⋮ Rate of convergence for products of independent non-Hermitian random matrices ⋮ Universality of the least singular value for the sum of random matrices
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