Circular law for random matrices with exchangeable entries

DOI10.1002/RSA.20599MaRDI QIDQ2811159zbMATH OpenOpenAlexWikidataFDO

Authors Radosław Adamczak, Djalil Chafaï, Paweł Wolff

Publication date 10 June 2016

Published in Random Structures \& Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.3660

zbMATH Keywords

spectral analysisrandom matricesconcentration of measurerandom permutationssmallest singular valuecombinatorial central limit theoremexchangeable distributions

Mathematics Subject Classification ID

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

Abstract: An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the uniform law on the unit disc. This is an instance of the universality phenomenon known as the circular law, for a model of random matrices with dependent entries, rows, and columns. It is also a non-Hermitian counterpart of a result of Chatterjee on the semi-circular law for random Hermitian matrices with exchangeable entries. The proof relies in particular on a reduction to a simpler model given by a random shuffle of a rigid deterministic matrix, on Hermitization, and also on combinatorial concentration of measure and combinatorial Central Limit Theorem. A crucial step is a polynomial bound on the smallest singular value of exchangeable random matrices, which may be of independent interest.

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Cited in

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