Strong Elliptic Law (Q4396352)

Let \(\Xi=(\xi_{ij}^{(n)})\), \(i,j=1,\dots,n\), be a random non-selfadjoint random matrix whose pairs of entries \(\{\xi_{ij}^{(n)},\xi_{ji}^{(n)}\}\), \(i>j\), \(i,j=1,\dots,n\), are independent for every \(n\), \(E\xi_{ij}^{(n)}=0\) and let \(\lambda_1,\dots,\lambda_n\) be eigenvalues of \(\Xi\). Denote by \[ \nu_n(B)=n^{-1}\sum_{k=1}^n \chi\{\omega:\lambda_k\in B\}, \quad \nu_n(x,y)=n^{-1}\sum_{k=1}^n \chi\{\text{Re } \lambda_k<x\}\chi\{\text{Im } \lambda_k<y\} \] the normalized spectral functions, where \(\chi(\cdot)\) is the indicator function. Under some additional conditions on the densities of the real and the imaginary parts of \(\sqrt{n}\xi_{ij}^{(n)}\) and moment restrictions on \(\xi_{ij}^{(n)}\) it is possible to prove almost sure convergence of properly centered \(\nu_n(B)\) and \(\nu_n(x,y)\), i.e. the so-called strong circular and strong elliptic laws for \(\nu_n(B)\) and \(\nu_n(x,y)\), respectively. The author gives a historical review on the problem beginning from his papers published in the eighties. In the present paper weaker conditions for the fulfilment of the strong circular and strong elliptic laws are proposed as well as more general methods of proving. The methods are based on the modified \(V\)-transform of spectral functions, substitution of the determinant of the Gramm matrix, invariance principle for random matrices and the so-called reform method introduced by the author.