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.
Authors
- Vyacheslav L. Girko
Institutions
- Hryhorii Skovoroda University in Pereiaslav (UA)
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
- Field-Weighted Citation Impact
- 0.00