The Elliptic Law
Nguyen, Hoi · O'Rourke, Sean
Original · EN
We show that, under some general assumptions on the entries of a random complex n × n matrix Xₙ, the empirical spectral distribution of 1√n Xₙ converges to the uniform law of an ellipsoid as n tends to infinity. This generalizes the well-known circular law in random matrix theory.
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