The global elliptic law for complex random matrices

Abstract We prove the global elliptic law for random non-Hermitian matrices with complex covariances of its entries. The proof of the global elliptic law is based on generalized Lindeberg condition, VICTORIA transform, RESPECT method and new limit theorems.

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Publication Details

Journal
Random Operators and Stochastic Equations
Published
2025-05-26
DOI
https://doi.org/10.1515/rose-2025-2021
Primary Topic
Random Matrices and Applications
Type
article
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article

The global elliptic law for complex random matrices

Vyacheslav L. Girko
Random Operators and Stochastic Equations
Random Matrices and Applications
article

The global elliptic law for complex random matrices

Vyacheslav L. Girko
article en

Abstract

Abstract We prove the global elliptic law for random non-Hermitian matrices with complex covariances of its entries. The proof of the global elliptic law is based on generalized Lindeberg condition, VICTORIA transform, RESPECT method and new limit theorems.

Random Operators and Stochastic EquationsVol. 33(4)
Hryhorii Skovoroda University in Pereiaslav (UA)
Peace, Justice and strong institutions
Openalex Percentile: Top 88%
Random Matrices and Applications
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The global elliptic law for complex random matrices — Vyacheslav L. Girko · Random Operators and Stochastic Equations (2025) | TGRS Research Map | TGRS