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How fast does spectral radius of truncated circular unitary ensemble converge? arXiv: 2506.16967, 2025

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Precise convergence rate of spectral radius of product of complex Ginibre

math.PR · 2025-10-09 · unverdicted · novelty 7.0

The suitably rescaled max |Z_j|^2 of eigenvalues of the product of k_n complex Ginibre matrices converges weakly to Phi_alpha for finite positive alpha = lim n/k_n, to Gumbel for alpha infinite, and to normal for alpha zero, with exact convergence rates in each regime.

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  • Precise convergence rate of spectral radius of product of complex Ginibre math.PR · 2025-10-09 · unverdicted · none · ref 29

    The suitably rescaled max |Z_j|^2 of eigenvalues of the product of k_n complex Ginibre matrices converges weakly to Phi_alpha for finite positive alpha = lim n/k_n, to Gumbel for alpha infinite, and to normal for alpha zero, with exact convergence rates in each regime.