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.

Cipolloni, G., Erdős, L., Schröder, D. (2021). Edge universality for non-Hermitian random matrices. PROBABILITY THEORY AND RELATED FIELDS, 179(1-2), 1-28 [10.1007/s00440-020-01003-7].

Edge universality for non-Hermitian random matrices

Cipolloni, G.;
2021-01-01

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.
2021
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MATH-03/B - Probabilità e statistica matematica
Settore MATH-04/A - Fisica matematica
Settore MATH-03/A - Analisi matematica
English
Con Impact Factor ISI
Circular law
Ginibre ensemble
Girko’s formula
Universality
Cipolloni, G., Erdős, L., Schröder, D. (2021). Edge universality for non-Hermitian random matrices. PROBABILITY THEORY AND RELATED FIELDS, 179(1-2), 1-28 [10.1007/s00440-020-01003-7].
Cipolloni, G; Erdős, L; Schröder, D
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/451699
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