scholarly journals The Probability that a Random Real Gaussian Matrix haskReal Eigenvalues, Related Distributions, and the Circular Law

1997 ◽  
Vol 60 (2) ◽  
pp. 203-232 ◽  
Author(s):  
Alan Edelman
Keyword(s):  
2015 ◽  
Vol 17 (04) ◽  
pp. 1550020 ◽  
Author(s):  
Radosław Adamczak ◽  
Djalil Chafaï

We explore the validity of the circular law for random matrices with non-i.i.d. entries. Let M be an n × n random real matrix obeying, as a real random vector, a log-concave isotropic (up to normalization) unconditional law, with mean squared norm equal to n. The entries are uncorrelated and obey a symmetric law of zero mean and variance 1/n. This model allows some dependence and non-equidistribution among the entries, while keeping the special case of i.i.d. standard Gaussian entries, known as the real Ginibre Ensemble. Our main result states that as the dimension n goes to infinity, the empirical spectral distribution of M tends to the uniform law on the unit disc of the complex plane.


2006 ◽  
Vol 15 (1) ◽  
pp. 35-62 ◽  
Author(s):  
Jean-François Le Gall
Keyword(s):  

2019 ◽  
Vol 234 (2) ◽  
pp. 547-580
Author(s):  
Shani Cohen ◽  
Saharon Shelah
Keyword(s):  

2014 ◽  
Vol 14 (01) ◽  
pp. 1450004 ◽  
Author(s):  
Laurent Bienvenu ◽  
Rupert Hölzl ◽  
Joseph S. Miller ◽  
André Nies

We consider effective versions of two classical theorems, the Lebesgue density theorem and the Denjoy–Young–Saks theorem. For the first, we show that a Martin-Löf random real z ∈ [0, 1] is Turing incomplete if and only if every effectively closed class 𝒞 ⊆ [0, 1] containing z has positive density at z. Under the stronger assumption that z is not LR-hard, we show that every such class has density one at z. These results have since been applied to solve two open problems on the interaction between the Turing degrees of Martin-Löf random reals and K-trivial sets: the noncupping and covering problems. We say that f : [0, 1] → ℝ satisfies the Denjoy alternative at z ∈ [0, 1] if either the derivative f′(z) exists, or the upper and lower derivatives at z are +∞ and -∞, respectively. The Denjoy–Young–Saks theorem states that every function f : [0, 1] → ℝ satisfies the Denjoy alternative at almost every z ∈ [0, 1]. We answer a question posed by Kučera in 2004 by showing that a real z is computably random if and only if every computable function f satisfies the Denjoy alternative at z. For Markov computable functions, which are only defined on computable reals, we can formulate the Denjoy alternative using pseudo-derivatives. Call a real zDA-random if every Markov computable function satisfies the Denjoy alternative at z. We considerably strengthen a result of Demuth (Comment. Math. Univ. Carolin.24(3) (1983) 391–406) by showing that every Turing incomplete Martin-Löf random real is DA-random. The proof involves the notion of nonporosity, a variant of density, which is the bridge between the two themes of this paper. We finish by showing that DA-randomness is incomparable with Martin-Löf randomness.


2011 ◽  
Vol 152 (3-4) ◽  
pp. 751-779 ◽  
Author(s):  
Charles Bordenave ◽  
Pietro Caputo ◽  
Djalil Chafaï
Keyword(s):  

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