On the rightmost eigenvalue of non-Hermitian random matrices
Probability
2023-06-23 v3
Abstract
We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an random matrix with independent identically distributed complex entries as tends to infinity. All terms in the expansion are universal.
Cite
@article{arxiv.2206.04448,
title = {On the rightmost eigenvalue of non-Hermitian random matrices},
author = {Giorgio Cipolloni and László Erdős and Dominik Schröder and Yuanyuan Xu},
journal= {arXiv preprint arXiv:2206.04448},
year = {2023}
}
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Final version