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

DOI10.5802/AFST.1443zbMATH Open1316.60018arXiv1406.1396OpenAlexW2963226428MaRDI QIDQ2017446FDOQ2017446

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)

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.

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

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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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
• 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
• Equidistribution and $\beta$ ensembles
• A sharp rate of convergence for the empirical spectral measure of a random unitary matrix

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