Timeline for Spectral CLT for random matrices with iid entries
Current License: CC BY-SA 4.0
7 events
| when toggle format | what | by | license | comment | |
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| Nov 23, 2021 at 19:57 | comment | added | Ben Deitmar | Thank you! This is exactly what I was looking for. | |
| Nov 23, 2021 at 19:41 | comment | added | Terry Tao | If I understand your question correctly, perhaps this paper of Rider and Silverstein (and its followup work) answer your question? mathscinet.ams.org/mathscinet-getitem?mr=2294978 | |
| Nov 23, 2021 at 13:08 | comment | added | Ben Deitmar | The spectral density would contain all the necessary information to prove such a result, but proving it is far from easy. The methods used for the Wigner ensemble break down, when the measure $\mu$ has support with non-empty interior. It is very well possible, that such a result is not yet provable. | |
| Nov 23, 2021 at 12:33 | history | edited | Ben Deitmar | CC BY-SA 4.0 |
added 10 characters in body
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| Nov 23, 2021 at 12:25 | history | edited | YCor | CC BY-SA 4.0 |
moved meta info from title to tag, added tag
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| Nov 23, 2021 at 12:15 | comment | added | Carlo Beenakker | you want the spectral density of the real Ginibre ensemble? the eigenvalues fall into two sets, of order $\sqrt n$ of them condense on the real axis and the remaining uniformly fill a disc of radius $\simeq\sqrt n$. | |
| Nov 23, 2021 at 12:07 | history | asked | Ben Deitmar | CC BY-SA 4.0 |