Local inhomogeneous circular law
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Publication:1751965
DOI10.1214/17-AAP1302zbMATH Open1388.60019arXiv1612.07776OpenAlexW2963187666MaRDI QIDQ1751965FDOQ1751965
Torben Krüger, Johannes Alt, László Erdős
Publication date: 25 May 2018
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: We consider large random matrices with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical variances, the limiting density is uniform. In this special case, the local circular law by Bourgade et. al. [11,12] shows that the empirical density converges even locally on scales slightly above the typical eigenvalue spacing. In the general case, the limiting density is typically inhomogeneous and it is obtained via solving a system of deterministic equations. Our main result is the local inhomogeneous circular law in the bulk spectrum on the optimal scale for a general variance profile of the entries of .
Full work available at URL: https://arxiv.org/abs/1612.07776
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