scholarly journals Fluctuation around the circular law for random matrices with real entries

2021 ◽  
Vol 26 (none) ◽  
Author(s):  
Giorgio Cipolloni ◽  
László Erdős ◽  
Dominik Schröder
Keyword(s):  
Random Matrices ◽  
Circular Law

scholarly journals Circular Law for Noncentral Random Matrices

2010 ◽  
Vol 23 (4) ◽  
pp. 945-950 ◽  
Author(s):  
Djalil Chafaï
Keyword(s):  
Random Matrices ◽  
Circular Law

scholarly journals RANDOM MATRICES: THE CIRCULAR LAW

2008 ◽  
Vol 10 (02) ◽  
pp. 261-307 ◽  
Author(s):  
TERENCE TAO ◽  
VAN VU
Keyword(s):  
Strong Convergence ◽  
Random Matrices ◽  
Random Variable ◽  
Singular Value ◽  
Additive Combinatorics ◽  
Sparse Random Matrices ◽  
Circular Law ◽  
Bounded Variance ◽  
Complex Random Variable ◽  
Least Singular Value

Let x be a complex random variable with mean zero and bounded variance σ2. Let Nn be a random matrix of order n with entries being i.i.d. copies of x. Let λ1, …, λn be the eigenvalues of [Formula: see text]. Define the empirical spectral distributionμn of Nn by the formula [Formula: see text] The following well-known conjecture has been open since the 1950's: Circular Law Conjecture: μn converges to the uniform distribution μ∞ over the unit disk as n tends to infinity. We prove this conjecture, with strong convergence, under the slightly stronger assumption that the (2 + η)th-moment of x is bounded, for any η > 0. Our method builds and improves upon earlier work of Girko, Bai, Götze–Tikhomirov, and Pan–Zhou, and also applies for sparse random matrices. The new key ingredient in the paper is a general result about the least singular value of random matrices, which was obtained using tools and ideas from additive combinatorics.

scholarly journals Circular law for random matrices with unconditional log-concave distribution

2015 ◽  
Vol 17 (04) ◽  
pp. 1550020 ◽  
Author(s):  
Radosław Adamczak ◽  
Djalil Chafaï
Keyword(s):  
Random Matrices ◽  
Spectral Distribution ◽  
Real Matrix ◽  
Random Real ◽  
Empirical Spectral Distribution ◽  
Circular Law ◽  
Ginibre Ensemble ◽  
Mean And Variance ◽  
Uniform Law ◽  
Special Case

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.

scholarly journals Complex random matrices have no real eigenvalues

2018 ◽  
Vol 07 (01) ◽  
pp. 1750014 ◽  
Author(s):  
Kyle Luh
Keyword(s):  
Random Matrices ◽  
Random Variables ◽  
Principal Component ◽  
Random Variable ◽  
Singular Values ◽  
Singular Value ◽  
Small Ball ◽  
Circular Law ◽  
Least Singular Value ◽  
Tail Bound

Let [Formula: see text] where [Formula: see text] are iid copies of a mean zero, variance one, subgaussian random variable. Let [Formula: see text] be an [Formula: see text] random matrix with entries that are iid copies of [Formula: see text]. We prove that there exists a [Formula: see text] such that the probability that [Formula: see text] has any real eigenvalues is less than [Formula: see text] where [Formula: see text] only depends on the subgaussian moment of [Formula: see text]. The bound is optimal up to the value of the constant [Formula: see text]. The principal component of the proof is an optimal tail bound on the least singular value of matrices of the form [Formula: see text] where [Formula: see text] is a deterministic complex matrix with the condition that [Formula: see text] for some constant [Formula: see text] depending on the subgaussian moment of [Formula: see text]. For this class of random variables, this result improves on the results of Pan–Zhou [Circular law, extreme singular values and potential theory, J. Multivariate Anal. 101(3) (2010) 645–656] and Rudelson–Vershynin [The Littlewood–Offord problem and invertibility of random matrices, Adv. Math. 218(2) (2008) 600–633]. In the proof of the tail bound, we develop an optimal small-ball probability bound for complex random variables that generalizes the Littlewood–Offord theory developed by Tao–Vu [From the Littlewood–Offord problem to the circular law: Universality of the spectral distribution of random matrices, Bull. Amer. Math. Soc.[Formula: see text]N.S.[Formula: see text] 46(3) (2009) 377–396; Inverse Littlewood–Offord theorems and the condition number of random discrete matrices, Ann. of Math.[Formula: see text] 169(2) (2009) 595–632] and Rudelson–Vershynin [The Littlewood–Offord problem and invertibility of random matrices, Adv. Math. 218(2) (2008) 600–633; Smallest singular value of a random rectangular matrix, Comm. Pure Appl. Math. 62(12) (2009) 1707–1739].

scholarly journals The circular law for random matrices

2010 ◽  
Vol 38 (4) ◽  
pp. 1444-1491 ◽  
Author(s):  
Friedrich Götze ◽  
Alexander Tikhomirov
Keyword(s):  
Random Matrices ◽  
Circular Law

scholarly journals Local circular law for random matrices

2013 ◽  
Vol 159 (3-4) ◽  
pp. 545-595 ◽  
Author(s):  
Paul Bourgade ◽  
Horng-Tzer Yau ◽  
Jun Yin
Keyword(s):  
Random Matrices ◽  
Circular Law

scholarly journals Circular law for random matrices with exchangeable entries

2015 ◽  
Vol 48 (3) ◽  
pp. 454-479 ◽  
Author(s):  
Radosław Adamczak ◽  
Djalil Chafaï ◽  
Paweł Wolff
Keyword(s):  
Random Matrices ◽  
Circular Law
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