Local single ring theorem

DOI10.1214/16-AOP1151MaRDI QIDQ682251zbMATH OpenFDO

Authors Florent Benaych-Georges

Publication date 14 February 2018

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.07840, https://projecteuclid.org/euclid.aop/1511773666

zbMATH Keywords

random matricessingular valuefree convolutionHaar measuresingle ring theoremunitary matricesfree probability theorylocal laws

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: The Single Ring Theorem, by Guionnet, Krishnapur and Zeitouni, describes the empirical eigenvalue distribution of a large generic matrix with prescribed singular values, i.e. an $NimesN$ matrix of the form $A=UTV$, with $U,V$ some independent Haar-distributed unitary matrices and $T$ a deterministic matrix whose singular values are the ones prescribed. In this text, we give a local version of this result, proving that it remains true at the microscopic scale $(logN{)}^{-1/4}$. On our way to prove it, we prove a matrix subordination result for singular values of sums of non Hermitian matrices, as Kargin did for Hermitian matrices. This allows to prove a local law for the singular values of the sum of two non Hermitian matrices and a delocalization result for singular vectors.

Recommendations

• Local single ring theorem on optimal scale
• The single ring theorem
• Locally Compact Rings
• On the theory of local rings
• Wang's theorem for one-dimensional local rings
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• On the localization ring of a ring
• Local loop near-rings

Cited in

(5)

• Anisotropic local laws for random matrices
• Local single ring theorem on optimal scale
• The single ring theorem
• Deformed single ring theorems
• Local law of addition of random matrices on optimal scale

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