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arXiv · 2206.04448

On the rightmost eigenvalue of non-Hermitian random matrices

Giorgio Cipolloni·László Erdős·Dominik Schröder·Yuanyuan Xu
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Abstract

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

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Giorgio Cipolloni, László Erdős, Dominik Schröder, Yuanyuan Xu. 2022-06-09. On the rightmost eigenvalue of non-Hermitian random matrices. https://arxiv.org/abs/2206.04448

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