A rate of convergence for the circular law for the complex Ginibre ensemble

DOI10.5802/AFST.1443MaRDI QIDQ2017446zbMATH OpenOpenAlexFDO

Authors Elizabeth Meckes, Mark W. Meckes

Publication date 23 March 2015

Published in Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.1396

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected $L_p$-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the uniform measure on the unit disc, both in expectation and almost surely. For $1leple2$, the bounds are of the order $n^{-1/4}$, up to logarithmic factors.

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Cited in

(12)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• The Dyson and Coulomb games
• Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
• Harmonic analysis in phase space and finite Weyl-Heisenberg ensembles
• The Wasserstein distance to the circular law
• Eigenvalue rigidity for truncations of random unitary matrices
• Equidistribution and \(\beta\)-ensembles
• Limit Operators for Circular Ensembles
• Rate of convergence for products of independent non-Hermitian random matrices
• Eigenvalues of random matrices from compact classical groups in Wasserstein metric
• Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix

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