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math.PR2011★ 162 cited
Around the circular law
Charles Bordenave, Djalil Chafai
These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/…
math.PR2011★ 29 cited
Central limit theorems for additive functionals of ergodic Markov diffusions processes
Patrick Cattiaux, Djalil Chafai, Arnaud Guillin
We revisit functional central limit theorems for additive functionals of ergodic Markov diffusion processes. Translated in the language of partial differential equations of evoluti…