Circular law for random matrices with exchangeable entries
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Publication:2811159
DOI10.1002/RSA.20599zbMATH Open1338.60009arXiv1402.3660OpenAlexW2101062161WikidataQ115150367 ScholiaQ115150367MaRDI QIDQ2811159FDOQ2811159
Paweł Wolff, Djalil Chafaï, Radosław Adamczak
Publication date: 10 June 2016
Published in: Random Structures \& Algorithms (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1402.3660
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spectral analysisrandom matricesconcentration of measurerandom permutationssmallest singular valuecombinatorial central limit theoremexchangeable distributions
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Cited In (16)
- The circular law for sparse non-Hermitian matrices
- Low-degree factors of random polynomials
- Circular law for the sum of random permutation matrices
- The circular law for random regular digraphs with random edge weights
- On the norm of a random jointly exchangeable matrix
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- Spectrum of large random Markov chains: Heavy-tailed weights on the oriented complete graph
- On the singularity of adjacency matrices for random regular digraphs
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