The local circular law. II: The edge case

DOI10.1007/S00440-013-0516-XzbMATH Open1342.15028arXiv1206.3187OpenAlexW2075322384MaRDI QIDQ398776FDOQ398776

Authors: P. Bourgade, Horng-Tzer Yau, Jun Yin 

Publication date: 15 August 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+e}$ for non-Hermitian random matrices at any point $zinC$ with $||z|-1|>c$ for any $c>0$ independent of the size of the matrix. Under the main assumption that the first three moments of the matrix elements match those of a standard Gaussian random variable after proper rescaling, we extend this result to include the edge case $|z|-1=oo(1)$. Without the vanishing third moment assumption, we prove that the circular law is valid near the spectral edge $|z|-1=oo(1)$ up to scale $N^{-1/4+e}$.

Full work available at URL: https://arxiv.org/abs/1206.3187

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zbMATH Keywords

universalitylocal circular law

Mathematics Subject Classification ID

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

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Cited In (34)

• On the rightmost eigenvalue of non-Hermitian random matrices
• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Rigidity of the three-dimensional hierarchical Coulomb gas
• Precise asymptotics for the spectral radius of a large random matrix
• Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
• Local microscopic behavior for 2D Coulomb gases
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• Eigenvector correlations in the complex Ginibre ensemble
• The distribution of overlaps between eigenvectors of Ginibre matrices
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• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• The local circular law. III: General case
• Edge universality for non-Hermitian random matrices
• Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
• Local circular law for the product of a deterministic matrix with a random matrix
• Ground states and hyperuniformity of the hierarchical Coulomb gas in all dimensions
• Random matrix products: universality and least singular values
• Local semicircle law under fourth moment condition
• Deformed single ring theorems
• Random matrices: universality of local spectral statistics of non-Hermitian matrices
• Extremal laws for the real Ginibre ensemble
• Transport maps for \(\beta\)-matrix models and universality
• Local laws for non-Hermitian random matrices
• Optimal lower bound on eigenvector overlaps for non-Hermitian random matrices
• Local inhomogeneous circular law

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