Bulk universality for complex eigenvalues of real non-symmetric random matrices with i.i.d. entries
Probability
2024-04-29 v2 Mathematical Physics
math.MP
Abstract
We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its -point correlation function in the bulk away from the real line converges to a universal limit.
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Cite
@article{arxiv.2402.10197,
title = {Bulk universality for complex eigenvalues of real non-symmetric random matrices with i.i.d. entries},
author = {Sofiia Dubova and Kevin Yang},
journal= {arXiv preprint arXiv:2402.10197},
year = {2024}
}
Comments
67 pages, revised version, updated references