Central limit theorem for the complex eigenvalues of Gaussian random matrices
Probability
2024-03-12 v2 Mathematical Physics
math.MP
Abstract
We establish a central limit theorem for the eigenvalue counting function of a matrix of real Gaussian random variables.
Cite
@article{arxiv.2306.10243,
title = {Central limit theorem for the complex eigenvalues of Gaussian random matrices},
author = {Advay Goel and Patrick Lopatto and Xiaoyu Xie},
journal= {arXiv preprint arXiv:2306.10243},
year = {2024}
}
Comments
15 pages. To appear in Electronic Communications in Probability