On the rightmost eigenvalue of non-Hermitian random matrices

2022/06/09 by Cipolloni, Giorgio, Erdős, László, Schröder, Dominik +1 · 1 citation
#15B52 #60B20 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2206.04448

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.

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