{"article_processing_charge":"No","title":"Mesoscopic central limit theorem for non-Hermitian random matrices","citation":{"mla":"Cipolloni, Giorgio, et al. “Mesoscopic Central Limit Theorem for Non-Hermitian Random Matrices.” <i>Probability Theory and Related Fields</i>, Springer Nature, 2023, doi:<a href=\"https://doi.org/10.1007/s00440-023-01229-1\">10.1007/s00440-023-01229-1</a>.","ista":"Cipolloni G, Erdös L, Schröder DJ. 2023. Mesoscopic central limit theorem for non-Hermitian random matrices. Probability Theory and Related Fields.","ieee":"G. Cipolloni, L. Erdös, and D. J. Schröder, “Mesoscopic central limit theorem for non-Hermitian random matrices,” <i>Probability Theory and Related Fields</i>. Springer Nature, 2023.","chicago":"Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Mesoscopic Central Limit Theorem for Non-Hermitian Random Matrices.” <i>Probability Theory and Related Fields</i>. Springer Nature, 2023. <a href=\"https://doi.org/10.1007/s00440-023-01229-1\">https://doi.org/10.1007/s00440-023-01229-1</a>.","ama":"Cipolloni G, Erdös L, Schröder DJ. Mesoscopic central limit theorem for non-Hermitian random matrices. <i>Probability Theory and Related Fields</i>. 2023. doi:<a href=\"https://doi.org/10.1007/s00440-023-01229-1\">10.1007/s00440-023-01229-1</a>","apa":"Cipolloni, G., Erdös, L., &#38; Schröder, D. J. (2023). Mesoscopic central limit theorem for non-Hermitian random matrices. <i>Probability Theory and Related Fields</i>. Springer Nature. <a href=\"https://doi.org/10.1007/s00440-023-01229-1\">https://doi.org/10.1007/s00440-023-01229-1</a>","short":"G. Cipolloni, L. Erdös, D.J. Schröder, Probability Theory and Related Fields (2023)."},"acknowledgement":"The authors are grateful to Joscha Henheik for his help with the formulas in Appendix B.","publication_identifier":{"issn":["0178-8051"],"eissn":["1432-2064"]},"department":[{"_id":"LaEr"}],"oa_version":"Preprint","doi":"10.1007/s00440-023-01229-1","user_id":"2DF688A6-F248-11E8-B48F-1D18A9856A87","type":"journal_article","date_updated":"2023-10-09T07:19:01Z","quality_controlled":"1","date_published":"2023-09-28T00:00:00Z","status":"public","article_type":"original","_id":"14408","scopus_import":"1","month":"09","date_created":"2023-10-08T22:01:17Z","publication_status":"epub_ahead","publisher":"Springer Nature","oa":1,"abstract":[{"lang":"eng","text":"We prove that the mesoscopic linear statistics ∑if(na(σi−z0)) of the eigenvalues {σi}i of large n×n non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any H20-functions f around any point z0 in the bulk of the spectrum on any mesoscopic scale 0<a<1/2. This extends our previous result (Cipolloni et al. in Commun Pure Appl Math, 2019. arXiv:1912.04100), that was valid on the macroscopic scale, a=0\r\n, to cover the entire mesoscopic regime. The main novelty is a local law for the product of resolvents for the Hermitization of X at spectral parameters z1,z2 with an improved error term in the entire mesoscopic regime |z1−z2|≫n−1/2. The proof is dynamical; it relies on a recursive tandem of the characteristic flow method and the Green function comparison idea combined with a separation of the unstable mode of the underlying stability operator."}],"external_id":{"arxiv":["2210.12060"]},"year":"2023","day":"28","publication":"Probability Theory and Related Fields","language":[{"iso":"eng"}],"author":[{"id":"42198EFA-F248-11E8-B48F-1D18A9856A87","full_name":"Cipolloni, Giorgio","last_name":"Cipolloni","orcid":"0000-0002-4901-7992","first_name":"Giorgio"},{"id":"4DBD5372-F248-11E8-B48F-1D18A9856A87","full_name":"Erdös, László","last_name":"Erdös","orcid":"0000-0001-5366-9603","first_name":"László"},{"id":"408ED176-F248-11E8-B48F-1D18A9856A87","full_name":"Schröder, Dominik J","last_name":"Schröder","orcid":"0000-0002-2904-1856","first_name":"Dominik J"}],"main_file_link":[{"open_access":"1","url":"https://doi.org/10.48550/arXiv.2210.12060"}]}