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Edge Universality for non-Hermitian Random Matrices

Probability 2023-01-11 v3 Mathematical Physics math.MP

Abstract

We consider large non-Hermitian real or complex random matrices XX 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 XX 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.

Keywords

Cite

@article{arxiv.1908.00969,
  title  = {Edge Universality for non-Hermitian Random Matrices},
  author = {Giorgio Cipolloni and László Erdős and Dominik Schröder},
  journal= {arXiv preprint arXiv:1908.00969},
  year   = {2023}
}

Comments

Updated references, fixed small typos

R2 v1 2026-06-23T10:38:28.804Z