On the universality of the non-singularity of general Ginibre and Wigner random matrices

DOI10.1142/S2010326316500027MaRDI QIDQ2800840zbMATH OpenOpenAlexFDO

Authors Paulo Manrique, Víctor Pérez-Abreu, Rahul Roy

Publication date 18 April 2016

Published in Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.5340

zbMATH Keywords

decouplingconcentration functionLittlewood-Offord inequalitysparse random matrixadjacency matrix of random graphsbanded random matrixgeneralized Wigner ensembleKolmogorov-Rogozin inequalitynon-degenerate distribution

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on the size of the matrix. These models include adjacency matrices of random graphs and also sparse, generalized, universal and banded random matrices. We find universal rates of convergence and precise estimates for the probability of singularity which depend only on the size of the biggest jump of the distribution functions governing the entries of the matrix and not on the range of values of the random entries. Moreover, no moment assumptions are made about the distributions governing the entries. Our proofs are based on a concentration function inequality due to Kolmogorov, Rogozin and Kesten, which allows us to improve universal rates of convergence for the Wigner case when the distribution of the entries do not depend on the size of the matrix.

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Cited in

(2)

• Universality of Wigner Random Matrices
• Generalized Wigner surmise for (2×2) random matrices

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