Central limit theorem for linear eigenvalue statistics of elliptic random matrices
classification
🧮 math.PR
math-phmath.MP
keywords
matricesrandomellipticcentraleigenvaluelimitlinearreal
read the original abstract
We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries. In particular, we establish a central limit theorem for linear eigenvalue statistics of real elliptic random matrices under the assumption that the test functions are analytic. As a corollary, we extend the results of Rider and Silverstein to real iid random matrices.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.