Tags → #gff
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Central limit theorem for linear eigenvalue statistics of non-Hermitian random matrices
We show that the linear statistics of random matrices with IID entries asymptotically are a rank-one perturbation of the Gaussian free field on the unit disc.
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Fluctuation around the circular law for random matrices with real entries
This is the companion paper to the corresponding result for complex random matrices. The limiting distribution in this case is a symmetrized version of the Gaussian Free Field.