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Abstract We consider large non‐Hermitian random matrices X with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having derivatives. Previously this result was known only for a few special cases; either the test functions were required to be analytic 72, or the distribution of the matrix elements needed to be Gaussian 73, or at least match the Gaussian up to the first four moments 82, 56. We find the exact dependence of the limiting variance on the fourth cumulant that was not known before. The proof relies on two novel ingredients: (i) a local law for a product of two resolvents of the Hermitisation of X with different spectral parameters and (ii) a coupling of several weakly dependent Dyson Brownian motions. These methods are also the key inputs for our analogous results on the linear eigenvalue statistics of real matrices X that are presented in the companion paper 32. © 2021 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.
Cipolloni et al. (Wed,) studied this question.