Local laws for non-Hermitian random matrices and their products

DOI10.1142/S2010326321500040MaRDI QIDQ3387072zbMATH OpenOpenAlexFDO

Authors Friedrich Götze, Alexey Naumov, A. N. Tikhomirov

Publication date 12 January 2021

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

Full work available at URL https://arxiv.org/abs/1708.06950

zbMATH Keywords

local circle lawlogarithmic potentialproduct of non-Hermitian random matricesrandom matricesStein's methodStieltjes transform

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Random matrices (probabilistic aspects) (60B20)

Abstract: The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under weak moment conditions. More precisely we assume that the entries $X_{jk}^{(q)}$ of non-Hermitian random matrices $$ are i.i.d. r.v. with $mathbbE{X}_{jk}=0,mathbbE{X}_{jk}^2=1$ and $mathbbE|X_{jk}{|}^{4+delta}<infty$ for some $delta>0$. It is shown that the local law holds on the optimal scale $n^{-1+2a},a>0$, up to some logarithmic factor. We further develop a Stein type method to estimate the perturbation of the equations for the Stieltjes transform of the limiting distribution. We also generalize the recent results [Bourgade--Yau-Yin, 2014], [Tao--Vu, 2015] and [Nemish, 2017]. An extension to the case of non-i.i.d. entries is discussed.

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Cited in

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• Local laws for non-Hermitian random matrices
• Rate of convergence for products of independent non-Hermitian random matrices
• Local elliptic law
• On delocalization of eigenvectors of random non-Hermitian matrices
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
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• Local law for the product of independent non-Hermitian random matrices with independent entries
• Norm convergence rate for multivariate quadratic polynomials of Wigner matrices
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