Salle 5, Site Marcelin Berthelot
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Large random matrices tend to exhibit universal spectral fluctuations. Besides overviewing the well-known Wigner-Dyson and Tracy-Widom universality for Hermitian Wigner matrices, we present new analogous results for non-Hermitian matrices. In particular, we establish edge universality, CLT for linear statistics and a precise three-term asymptotic expansion for the rightmost eigenvalue of an n by n random matrix with independent identically distributed complex entries as n tends to infinity.


László Erdős

Institute of Science and Technology Austria