Mesoscopic Central Limit Theorem for non-Hermitian Random Matrices
Abstract
We prove that the mesoscopic linear statistics of the eigenvalues of large non-Hermitian random matrices with complex centred i.i.d. entries are asymptotically Gaussian for any -functions around any point in the bulk of the spectrum on any mesoscopic scale . This extends our previous result [arXiv:1912.04100], that was valid on the macroscopic scale, , to cover the entire mesoscopic regime. The main novelty is a local law for the product of resolvents for the Hermitization of at spectral parameters with an improved error term in the entire mesoscopic regime . The proof is dynamical; it relies on a recursive tandem of the characteristic flow method and the Green function comparison idea combined with a separation of the unstable mode of the underlying stability operator.
Cite
@article{arxiv.2210.12060,
title = {Mesoscopic Central Limit Theorem for non-Hermitian Random Matrices},
author = {Giorgio Cipolloni and László Endős and Dominik Schröder},
journal= {arXiv preprint arXiv:2210.12060},
year = {2024}
}
Comments
34 pages. Corrected a reference for the BDG inequality