Around the circular law
From MaRDI portal
Abstract: These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex plane as the dimension tends to infinity. This phenomenon is the non-Hermitian counterpart of the semi circular limit for Wigner random Hermitian matrices, and the quarter circular limit for Marchenko-Pastur random covariance matrices. We present a proof in a Gaussian case, due to Silverstein, based on a formula by Ginibre, and a proof of the universal case by revisiting the approach of Tao and Vu, based on the Hermitization of Girko, the logarithmic potential, and the control of the small singular values. Beyond the finite variance model, we also consider the case where the entries have heavy tails, by using the objective method of Aldous and Steele borrowed from randomized combinatorial optimization. The limiting law is then no longer the circular law and is related to the Poisson weighted infinite tree. We provide a weak control of the smallest singular value under weak assumptions, using asymptotic geometric analysis tools. We also develop a quaternionic Cauchy-Stieltjes transform borrowed from the Physics literature.
Recommendations
Cites work
- A correction to “On the average number of real roots of a random algebraic equation”
- A generalization of the Lindeberg principle
- A limit theorem at the edge of a non-Hermitian random matrix ensemble
- A note on the largest eigenvalue of a large dimensional sample covariance matrix
- An introduction to random matrices
- Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
- Asymptotics in the random assignment problem
- Brown measures of unbounded operators affiliated with a finite von Neumann algebra
- Brown's spectral distribution measure for \(R\)-diagonal elements in finite von Neumann algebras
- Circular law
- Circular law for noncentral random matrices
- Circular law theorem for random Markov matrices
- Circular law, extreme singular values and potential theory
- Complex Hermite polynomials: from the semi-circular law to the circular law
- Computation of some examples of Brown's spectral measure in free probability
- Concentration of measure and isoperimetric inequalities in product spaces
- Concentration of the spectral measure for large matrices
- Concentration of the spectral measure of large Wishart matrices with dependent entries
- Convergence of the spectral measure of non-normal matrices
- Convergence to a stable distribution via order statistics
- Derivation of an eigenvalue probability density function relating to the Poincaré disk
- Determinant theory in finite factors
- Deviations from the circular law
- Edge scaling limits for a family of non-Hermitian random matrix ensembles
- Eigenvalue curves of asymmetric tridiagonal random matrices
- Eigenvalues and Condition Numbers of Random Matrices
- Eigenvalues and singular values of certain random matrices
- Expected Number of Real Zeros of a Random Polynomial with Independent Identically Distributed Symmetric Long-Tailed Coefficients
- Free Random Variables
- From Gumbel to Tracy-Widom
- From the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matrices
- Gap probabilities in non-Hermitian random matrix theory
- Gaussian fluctuations for non-Hermitian random matrix ensembles
- General tridiagonal random matrix models, limiting distributions and fluctuations
- How Many Eigenvalues of a Random Matrix are Real?
- How many zeros of a random polynomial are real?
- scientific article; zbMATH DE number 1722641 (Why is no real title available?)
- scientific article; zbMATH DE number 421657 (Why is no real title available?)
- scientific article; zbMATH DE number 3124331 (Why is no real title available?)
- scientific article; zbMATH DE number 4170917 (Why is no real title available?)
- scientific article; zbMATH DE number 5691097 (Why is no real title available?)
- scientific article; zbMATH DE number 3824309 (Why is no real title available?)
- scientific article; zbMATH DE number 3901742 (Why is no real title available?)
- scientific article; zbMATH DE number 3936078 (Why is no real title available?)
- scientific article; zbMATH DE number 4054343 (Why is no real title available?)
- scientific article; zbMATH DE number 3719745 (Why is no real title available?)
- scientific article; zbMATH DE number 3778409 (Why is no real title available?)
- scientific article; zbMATH DE number 47926 (Why is no real title available?)
- scientific article; zbMATH DE number 1234098 (Why is no real title available?)
- scientific article; zbMATH DE number 635657 (Why is no real title available?)
- scientific article; zbMATH DE number 705019 (Why is no real title available?)
- scientific article; zbMATH DE number 1077997 (Why is no real title available?)
- scientific article; zbMATH DE number 1136341 (Why is no real title available?)
- scientific article; zbMATH DE number 3436414 (Why is no real title available?)
- scientific article; zbMATH DE number 1962932 (Why is no real title available?)
- scientific article; zbMATH DE number 2042286 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- scientific article; zbMATH DE number 195001 (Why is no real title available?)
- scientific article; zbMATH DE number 1821350 (Why is no real title available?)
- scientific article; zbMATH DE number 6026126 (Why is no real title available?)
- scientific article; zbMATH DE number 3373167 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 2212009 (Why is no real title available?)
- scientific article; zbMATH DE number 3099315 (Why is no real title available?)
- Identities and inequalities for tree entropy
- Inequalities between the Two Kinds of Eigenvalues of a Linear Transformation
- Integrable structure of Ginibre's ensemble of real random matrices and a Pfaffian integration theorem
- Interactions between compressed sensing random matrices and high dimensional geometry
- Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
- L.I.F.E.: \(\prod^m_{j=1}H^{(j)}_n\sim \widetilde{\text{L.I.F.E.}}\sim\{H^{(1)}_n\}^m\) and Halloween Law.
- Large deviations from the circular law
- Large deviations of empirical measures of zeros of random polynomials
- Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
- Limiting behavior of the norm of products of random matrices and two problems of Geman-Hwang
- Log-gases and random matrices.
- Matrix inequalities
- Non-Gaussian non-Hermitian random matrix theory: phase transition and addition formalism
- Non-hermitian random matrix theory: Method of hermitian reduction
- On one property of Derrida-Ruelle cascades
- On the average number of real roots of a random algebraic equation
- On the Average Number of Real Roots of a Random Algebraic Equation (II)
- On the Distribution of Complex Roots of Random Polynomials with Heavy-tailed Coefficients
- On the Distribution of the Number of Real Roots of Random Polynomials
- On the Eigenvalues of a Matrix with Prescribed Singular Values
- On the empirical distribution of eigenvalues of large dimensional information-plus-noise-type matrices
- On the Expected Number of Real Zeros of Random Polynomials I. Coefficients with Zero Means
- On the Expected Number of Real Zeros of Random Polynomials. II. Coefficients With Non-Zero Means
- On the limit distributions of random matrices with independent or free entries
- On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
- On the remarkable spectrum of a non-Hermitian random matrix model
- On the roots of a random system of equations. The theorem of Shub and Smale and some extensions
- On the singular spectrum of powers and products of random matrices
- On the singularity probability of discrete random matrices
- On the spectra of Gaussian matrices
- On the spectrum of sum and product of non-Hermitian random matrices
- On the Variance of the Number of Real Roots of Random Polynomials
- Processes on unimodular random networks
- Products of independent non-Hermitian random matrices
- Random analytic chaotic eigenstates.
- RANDOM MATRICES: THE CIRCULAR LAW
- Random matrices: The distribution of the smallest singular values
- Random matrices: universality of ESDs and the circular law
- Random polynomials and expected complexity of bisection methods for real solving
- Random regularization of Brown spectral measure
- Random right eigenvalues of Gaussian quaternionic matrices
- Real roots of random polynomials and zero crossing properties of diffusion equation
- Real Zeros of Random Polynomials
- Real Zeros of Random Polynomials. II
- Smallest singular value of random matrices and geometry of random polytopes
- Smoothed analysis. Motivation and discrete models
- Some results on random circulant matrices
- Spectral measure of heavy tailed band and covariance random matrices
- Spectrum of large random reversible Markov chains: heavy-tailed weights on the complete graph
- Spectrum of non-Hermitian heavy tailed random matrices
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- Support convergence in the single ring theorem
- Symmetric Random Walks on Groups
- The analogues of entropy and of Fisher's information measure in free probability theory. II
- The circular law for random matrices
- The Circular Law. Twenty years later. Part III
- The Circular Law: ten years later
- The Complex Zeros of Random Polynomials
- The concentration of measure phenomenon
- The Dirichlet Markov ensemble
- The expected eigenvalue distribution of a large regular graph
- The Ginibre ensemble of real random matrices and its scaling limits
- The Littlewood-Offord problem and invertibility of random matrices
- The Noise in the Circular Law and the Gaussian Free Field
- The palm measure and the Voronoi tessellation for the Ginibre process
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
- The single ring theorem
- The spectral radii and norms of large dimensional non-central random atrices matrices
- The spectrum of heavy tailed random matrices
- The Strong Circular Law. Twenty years later. Part I
- The Strong Circular Law. Twenty years later. Part II
- The Thouless formula for random non-Hermitian Jacobi matrices
- Towards non-Hermitian random Lévy matrices
- Universal sum and product rules for random matrices
- Wegner Estimate and Level Repulsion for Wigner Random Matrices
- Zeros of Gaussian analytic functions and determinantal point processes
- Zeros of random polynomials on C^m
- Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process
Cited in
(only showing first 100 items - show all)- Dynamics of a planar Coulomb gas
- Lower bounds for the smallest singular value of structured random matrices
- Concentration for Coulomb gases and Coulomb transport inequalities
- On the spectral radius of a random matrix: an upper bound without fourth moment
- Empirical distributions of eigenvalues of product ensembles
- The smallest singular value of a shifted d-regular random square matrix
- Circular law for the sum of random permutation matrices
- Local inhomogeneous circular law
- Deviations from the circular law
- Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
- A rate of convergence for the circular law for the complex Ginibre ensemble
- Sharp transition of the invertibility of the adjacency matrices of sparse random graphs
- Inhomogeneous circular law for correlated matrices
- The spectral gap of sparse random digraphs
- Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
- Fluctuation around the circular law for random matrices with real entries
- A generalization of hierarchical exchangeability on trees to directed acyclic graphs
- Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
- Spectrum of heavy-tailed elliptic random matrices
- On eigenvalue distributions of large autocovariance matrices
- Non-Hermitian random matrices with a variance profile. II: properties and examples
- Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
- Random perturbations of matrix polynomials
- Convergence of the spectral radius of a random matrix through its characteristic polynomial
- Salem-Zygmund inequality for locally sub-Gaussian random variables, random trigonometric polynomials, and random circulant matrices
- Minimax rate of testing in sparse linear regression
- Stable matchings in high dimensions via the Poisson-weighted infinite tree
- Outliers in the spectrum for products of independent random matrices
- Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
- Edge rigidity and universality of random regular graphs of intermediate degree
- Random polynomials and pluripotential-theoretic extremal functions
- The circular law for random regular digraphs
- Location of the spectrum of Kronecker random matrices
- The circular law for sparse non-Hermitian matrices
- On the correlation functions of the characteristic polynomials of non-Hermitian random matrices with independent entries
- Random matrices: universality of local spectral statistics of non-Hermitian matrices
- On the concentration of random multilinear forms and the universality of random block matrices
- The sparse circular law under minimal assumptions
- Local single ring theorem on optimal scale
- Limit distributions of random matrices
- Spectral statistics in directed complex networks and universality of the Ginibre ensemble
- Products of independent elliptic random matrices
- Circular law for sparse random regular digraphs
- Edge universality for non-Hermitian random matrices
- A review of exact results for fluctuation formulas in random matrix theory
- Circular law for random matrices with exchangeable entries
- Outlier eigenvalues for deformed i.i.d. random matrices
- Outliers in the single ring theorem
- Generalized Shemesh criterion, common invariant subspaces and irreducible completely positive superoperators
- Asymptotic distribution of singular values for matrices in a spherical ensemble
- Limit theorems for excursion sets of stationary random fields
- The real Ginibre ensemble with \(k=O(n)\) real eigenvalues
- Central limit theorem for linear eigenvalue statistics of elliptic random matrices
- Local laws for non-Hermitian random matrices and their products
- Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
- On minimal singular values of random matrices with correlated entries
- Eigenvalues of block structured asymmetric random matrices
- scientific article; zbMATH DE number 3901742 (Why is no real title available?)
- scientific article; zbMATH DE number 3927994 (Why is no real title available?)
- Asymptotic distribution of complex zeros of random analytic functions
- Large deviations from the circular law
- Strong Circular Law
- Power law decay for systems of randomly coupled differential equations
- Lévy-Khintchine random matrices and the Poisson weighted infinite skeleton tree
- Limiting spectral distributions of sums of products ofnon-Hermitian random matrices
- First-order global asymptotics for confined particles with singular pair repulsion
- Circular law for random block band matrices with genuinely sublinear bandwidth
- Extremes of 2d Coulomb gas: universal intermediate deviation regime
- Deterministic equivalence for noisy perturbations
- Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
- The strong circular law: A combinatorial view
- Random non-abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups
- Large deviations of radial statistics in the two-dimensional one-component plasma
- Random Toeplitz matrices: The condition number under high stochastic dependence
- On the singularity of adjacency matrices for random regular digraphs
- Macroscopic and edge behavior of a planar jellium
- Spectrum of random perturbations of Toeplitz matrices with finite symbols
- Lecture notes on the circular law
- Spectral statistics of non-Hermitian random matrix ensembles
- Invertibility of sparse non-Hermitian matrices
- Least singular value, circular law, and Lindeberg exchange
- Cleaning large correlation matrices: tools from random matrix theory
- Eigenvalues of large chiral non-Hermitian random matrices
- Circular law for random matrices with unconditional log-concave distribution
- The circular law for random regular digraphs with random edge weights
- Spectrum of large random Markov chains: Heavy-tailed weights on the oriented complete graph
- Structure of eigenvectors of random regular digraphs
- Spectrum of Markov generators on sparse random graphs
- Spectral theory of sparse non-Hermitian random matrices
- scientific article; zbMATH DE number 7662448 (Why is no real title available?)
- Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
- Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
- From Boltzmann to random matrices and beyond
- Quantum statistics transmutation via magnetic flux attachment
- Detection thresholds in very sparse matrix completion
- Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
- Equilibrium and surviving species in a large Lotka-Volterra system of differential equations
- Quantitative invertibility of non-Hermitian random matrices
- The Brown measure of a sum of two free random variables, one of which is triangular elliptic
- Random matrices and random graphs
This page was built for publication: Around the circular law
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q431517)
