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Edge universality for non-Hermitian random matrices
We consider large non-Hermitian real or complex random matrices [Formula: see text] 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 el...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2020
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7906960/ https://www.ncbi.nlm.nih.gov/pubmed/33707804 http://dx.doi.org/10.1007/s00440-020-01003-7 |
Sumario: | We consider large non-Hermitian real or complex random matrices [Formula: see text] 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 [Formula: see text] 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. |
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