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arXiv · 1110.4323

Fluctuations of Matrix Entries of Analytic Functions of Non-Hermitian Random Matrices

Sean O'Rourke
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Abstract

Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where $f$ is analytic on an appropriate domain. This extends the results for symmetric random matrices to the non-Hermitian case.

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Sean O'Rourke. 2012-07-16. Fluctuations of Matrix Entries of Analytic Functions of Non-Hermitian Random Matrices. https://arxiv.org/abs/1110.4323

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