Local elliptic law

DOI10.3150/21-BEJ1370MaRDI QIDQ2137000zbMATH OpenOpenAlexFDO

Authors Johannes Alt, Torben Krüger

Publication date 16 May 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.03335, https://projecteuclid.org/journals/bernoulli/volume-28/issue-2/Local-elliptic-law/10.3150/21-BEJ1370.full

zbMATH Keywords

eigenvector delocalisationelliptic ensemblelocal lawmatrix Dyson equation

Mathematics Subject Classification ID

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

Abstract: The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly above the typical eigenvalue spacing in the bulk spectrum with an optimal convergence rate. As a corollary we obtain complete delocalisation for the corresponding eigenvectors in any basis.

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Cited in

(7)

• Equilibrium in a large Lotka-Volterra system with pairwise correlated interactions
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• Randomly coupled differential equations with elliptic correlations
• Large deviations and fluctuations of real eigenvalues of elliptic random matrices
• Scaling limits of complex and symplectic non-Hermitian Wishart ensembles
• Spectrum of Laplacian matrices associated with large random elliptic matrices
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