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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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question about circular law
Hi,
I have a question about the circular law.
Consider $A_n=[x_{ij}]$ a sequence of random matrices where $x_{ij}$ are iid with mean $0$ and variance $1$. Consider $\lambda_{n,1},\dots,\lambda_{n,n}$ …