RANDOM MATRICES: THE CIRCULAR LAW

DOI10.1142/S0219199708002788MaRDI QIDQ3521637zbMATH OpenOpenAlexWikidataFDO

Authors Vu van, Terence Tao

Publication date 26 August 2008

Published in Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0708.2895

zbMATH Keywords

circular laweigenvaluesinverse Littlewood-Offord theoremsleast singular valuerandom matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Central limit and other weak theorems (60F05)

Abstract: Let $a$ be a complex random variable with mean zero and bounded variance $sigm{a}^2$. Let $N_n$ be a random matrix of order $n$ with entries being i.i.d. copies of $a$. Let $lambd{a}_1,\mathrm{...},lambd{a}_n$ be the eigenvalues of $frac1sigmasqrtn{N}_n$. Define the empirical spectral distribution $m{u}_n$ of $N_n$ by the formula ${\displaystyle }$ mu_n(s,t) := frac{1}{n} # {k leq n| Re(lambda_k) leq s; Im(lambda_k) leq t }.${\displaystyle }$ The Circular law conjecture asserts that $m{u}_n$ converges to the uniform distribution $m{u}_{i}nfty$ over the unit disk as $n$ tends to infinity. We prove this conjecture under the slightly stronger assumption that the $(2+eta)h$-moment of $a$ is bounded, for any $eta>0$. Our method builds and improves upon earlier work of Girko, Bai, G"otze-Tikhomirov, and Pan-Zhou, and also applies for sparse random matrices. The new key ingredient in the paper is a general result about the least singular value of random matrices, which was obtained using tools and ideas from additive combinatorics.

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