Fluctuations for analytic test functions in the single ring theorem

DOI10.1512/IUMJ.2017.66.6142MaRDI QIDQ3133342zbMATH OpenOpenAlexFDO

Authors

Publication date 14 February 2018

Published in Indiana University Mathematics Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.05106, http://www.iumj.indiana.edu/IUMJ/ABS/2017/6142

zbMATH Keywords

Gaussian fluctuationsHaar measurerandom matricessingle ring theoremWeingarten calculus

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We consider a non-Hermitian random matrix $A$ whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Guionnet, Krishnapur and Zeitouni, states that the empirical eigenvalue distribution of $A$ converges to a limit measure supported by a ring $S$. In this text, we establish the convergence in distribution of random variables of the type $Tr(f(A)M)$ where $f$ is analytic on $S$ and the Frobenius norm of $M$ has order $sqrtN$. As corollaries, we obtain central limit theorems for linear spectral statistics of $A$ (for analytic test functions) and for finite rank projections of $f(A)$ (like matrix entries). As an application, we locate outliers in multiplicative perturbations of $A$.

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(3)

• Complex outliers of Hermitian random matrices
• ``Single ring theorem and the disk-annulus phase transition.
• Outliers in the single ring theorem

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