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Property / DOI: 10.1214/aop/1024404298 / rank
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Property / full work available at URL: https://doi.org/10.1214/aop/1024404298 / rank
 
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Latest revision as of 18:39, 10 December 2024

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Circular law
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    Circular law (English)
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    9 June 1997
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    This paper studies the conjecture that the empirical spectral distribution of an \(n\times n\) matrix of i.i.d. entries \(\xi_{kj} =(1/ \sqrt n) x_{kj}\) and \(\{x_{kj},\;k,j=1,2, \dots\}\) forming an infinite double array of i.i.d. complex random variables converges to the uniform distribution over the unit disc on the complex plane, which is called the circular law. It is proved that this conjecture true under the existence of the sixth moment and some smoothness conditions. Finally some extensions and discussions are presented.
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    empirical spectral distribution
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    infinite double array
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    uniform distribution
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    circular law
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