Central limit theorem for linear eigenvalue statistics of elliptic random matrices

Understand

We consider a class of elliptic random matrices which generalize two classical ensembles from random matrix theory: Wigner matrices and random matrices with iid entries.

• In particular, we establish a central limit theorem for linear eigenvalue statistics of real elliptic random matrices under the assumption that the test functions are analytic.
• As a corollary, we extend the results of Rider and Silverstein to real iid random matrices.