The elliptic law

DOI10.1093/IMRN/RNU174zbMATH Open1325.15030arXiv1208.5883OpenAlexW2962764995MaRDI QIDQ2949652FDOQ2949652

Authors: Hoi Nguyen, Sean O'Rourke 

Publication date: 2 October 2015

Published in: IMRN. International Mathematics Research Notices (Search for Journal in Brave)

Abstract: We show that, under some general assumptions on the entries of a random complex $nimesn$ matrix $X_n$, the empirical spectral distribution of $frac1sqrtn{X}_n$ converges to the uniform law of an ellipsoid as $n$ tends to infinity. This generalizes the well-known circular law in random matrix theory.

Full work available at URL: https://arxiv.org/abs/1208.5883

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zbMATH Keywords

random matrixspectral distributioncircular law

Mathematics Subject Classification ID

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

Cited In (24)

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• Local elliptic law
• Low-degree factors of random polynomials
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• On the concentration of random multilinear forms and the universality of random block matrices
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• Quenched complexity of equilibria for asymmetric generalized Lotka–Volterra equations
• On the potential role of lateral connectivity in retinal anticipation
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• Brown measure and asymptotic freeness of elliptic and related matrices
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• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
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• Nonlinear analogue of the May−Wigner instability transition

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