We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an n × n random matrix with independent identically distributed complex entries as n tends to infinity. All terms in the expansion are universal.
Cipolloni, G., Erdős, L., Schröder, D., Xu, Y. (2023). On the rightmost eigenvalue of non-Hermitian random matrices. ANNALS OF PROBABILITY, 51(6), 2192-2242 [10.1214/23-aop1643].
On the rightmost eigenvalue of non-Hermitian random matrices
Giorgio Cipolloni;
2023-01-01
Abstract
We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an n × n random matrix with independent identically distributed complex entries as n tends to infinity. All terms in the expansion are universal.File in questo prodotto:
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