Edge universality for non-Hermitian random matrices
Cipolloni G, Erdös L, Schröder DJ. 2021. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields.
Download
Journal Article
| Published
| English
Scopus indexed
Corresponding author has ISTA affiliation
Department
Grant
Abstract
We consider large non-Hermitian real or complex random matrices X with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of the Ginibre ensemble, i.e. when the matrix elements of X are Gaussian. This result is the non-Hermitian counterpart of the universality of the Tracy–Widom distribution at the spectral edges of the Wigner ensemble.
Publishing Year
Date Published
2021-02-01
Journal Title
Probability Theory and Related Fields
Publisher
Springer Nature
ISSN
eISSN
IST-REx-ID
Cite this
Cipolloni G, Erdös L, Schröder DJ. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. 2021. doi:10.1007/s00440-020-01003-7
Cipolloni, G., Erdös, L., & Schröder, D. J. (2021). Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields. Springer Nature. https://doi.org/10.1007/s00440-020-01003-7
Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Edge Universality for Non-Hermitian Random Matrices.” Probability Theory and Related Fields. Springer Nature, 2021. https://doi.org/10.1007/s00440-020-01003-7.
G. Cipolloni, L. Erdös, and D. J. Schröder, “Edge universality for non-Hermitian random matrices,” Probability Theory and Related Fields. Springer Nature, 2021.
Cipolloni G, Erdös L, Schröder DJ. 2021. Edge universality for non-Hermitian random matrices. Probability Theory and Related Fields.
Cipolloni, Giorgio, et al. “Edge Universality for Non-Hermitian Random Matrices.” Probability Theory and Related Fields, Springer Nature, 2021, doi:10.1007/s00440-020-01003-7.
All files available under the following license(s):
Creative Commons Attribution 4.0 International Public License (CC-BY 4.0):
Main File(s)
File Name
2020_ProbTheory_Cipolloni.pdf
497.03 KB
Access Level
Open Access
Date Uploaded
2020-10-05
MD5 Checksum
611ae28d6055e1e298d53a57beb05ef4
Export
Marked PublicationsOpen Data ISTA Research Explorer
Web of Science
View record in Web of Science®Sources
arXiv 1908.00969
Google Scholar