The circular law for random matrices (Q989183): Difference between revisions
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English | The circular law for random matrices |
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The circular law for random matrices (English)
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30 August 2010
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The paper deals with the distribution of eigenvalues of random matrices with independent elements with mean zero and unit variance. The authors prove the convergence of this distribution to the uniform distribution on the unit disc without assumptions on the existence of a density for the distribution of elements. In addition, the authors consider of sparse matrices which elements have a finite moment of order larger than two. They extend results of Bai and Rudelson to a larger class of sparse matrices.
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circular law
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random matrix
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distribution of eigenvalues
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sparse matrix
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