scholarly journals From random matrices to random analytic functions

2009 ◽  
Vol 37 (1) ◽  
pp. 314-346 ◽  
Author(s):  
Manjunath Krishnapur
Keyword(s):  
Random Matrices ◽  
Analytic Functions ◽  
Random Analytic Functions

scholarly journals FLUCTUATIONS OF MATRIX ENTRIES OF ANALYTIC FUNCTIONS OF NON-HERMITIAN RANDOM MATRICES

2012 ◽  
Vol 01 (03) ◽  
pp. 1250008
Author(s):  
SEAN O'ROURKE
Keyword(s):  
Random Matrices ◽  
Random Matrix ◽  
Analytic Functions ◽  
Random Variables

Consider an n × n non-Hermitian random matrix Mn whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of f(Mn) as n tends to infinity, where f is analytic on an appropriate domain. This extends the results in [19, 20, 23] from symmetric random matrices to the non-Hermitian case.

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