关于非厄米随机矩阵的最右特征值

IF 2.1 1区数学 Q1 STATISTICS & PROBABILITY

Annals of Probability Pub Date : 2023-01-01 DOI:10.1214/23-aop1643

Giorgio Cipolloni, László Erdős, Dominik Schröder, Yuanyuan Xu

引用次数: 3

摘要

我们建立了一个精确的三项渐近展开式，具有误差项的最优估计，当n趋于无穷时，具有独立同分布复项的n×n随机矩阵的最右特征值。展开式中的所有项都是普遍的。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On the rightmost eigenvalue of non-Hermitian random matrices

We establish a precise three-term asymptotic expansion, with an optimal estimate of the error term, for the rightmost eigenvalue of an n×n random matrix with independent identically distributed complex entries as n tends to infinity. All terms in the expansion are universal.

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来源期刊

Annals of Probability 数学-统计学与概率论

CiteScore

4.60

自引率

8.70%

发文量

审稿时长

6-12 weeks

期刊介绍： The Annals of Probability publishes research papers in modern probability theory, its relations to other areas of mathematics, and its applications in the physical and biological sciences. Emphasis is on importance, interest, and originality – formal novelty and correctness are not sufficient for publication. The Annals will also publish authoritative review papers and surveys of areas in vigorous development.