Tags → #extremal statistics
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Directional extremal statistics for Ginibre eigenvalues
We obtain Gumbel fluctuations for the maximal real part of eigenvalues of Ginibre matrices. Moreover, we show that the corresponding extreme eigenvalues asymptotically form a Poisson point process.
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On the rightmost eigenvalue of non-Hermitian random matrices
We obtain a precise three-term expansion for the right-most eigenvalue of IID random matrices, precisely matching the corresponding result for Ginibre matrices which may be obtained with more algebraic methods.