November 2023 On the rightmost eigenvalue of non-Hermitian random matrices
Giorgio Cipolloni, László Erdős, Dominik Schröder, Yuanyuan Xu
Author Affiliations +
Ann. Probab. 51(6): 2192-2242 (November 2023). DOI: 10.1214/23-AOP1643

Abstract

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.

Funding Statement

The second and the fourth author were supported by the ERC Advanced Grant “RMTBeyond” No. 101020331. The third author was supported by Dr. Max Rössler, the Walter Haefner Foundation and the ETH Zürich Foundation.

Citation

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Giorgio Cipolloni. László Erdős. Dominik Schröder. Yuanyuan Xu. "On the rightmost eigenvalue of non-Hermitian random matrices." Ann. Probab. 51 (6) 2192 - 2242, November 2023. https://doi.org/10.1214/23-AOP1643

Information

Received: 1 June 2022; Revised: 1 June 2023; Published: November 2023
First available in Project Euclid: 12 November 2023

Digital Object Identifier: 10.1214/23-AOP1643

Subjects:
Primary: 15B52 , 60B20

Keywords: Ginibre ensemble , Girko’s formula , Gumbel distribution , SUSY method

Rights: Copyright © 2023 Institute of Mathematical Statistics

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Vol.51 • No. 6 • November 2023
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