Edge universality for non-Hermitian random matrices
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DOI: 10.1007/s00440-020-01003-7
Abstract: We consider large non-Hermitian real or complex random matrices $$X$$ X with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of… read more here.
Keywords: random matrices; non hermitian; non; edge universality ... See more keywords