Local circular law for random matrices

DOI10.1007/S00440-013-0514-ZMaRDI QIDQ398774zbMATH OpenOpenAlexFDO

Authors P. Bourgade, Horng-Tzer Yau, Jun Yin

Publication date 15 August 2014

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1206.1449

zbMATH Keywords

eigenvaluerandom matricesspectral distributionuniversalitylocal circular lawlocal Marchenko-Pastur lawstochastic domination property

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

Abstract: The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point $z$ away from the unit circle. More precisely, if $||z|-1|geau$ for arbitrarily small $au>0$, the circular law is valid around $z$ up to scale $N^{-1/2+e}$ for any $e>0$ under the assumption that the distributions of the matrix entries satisfy a uniform subexponential decay condition.

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