The local circular law. II: The edge case

DOI10.1007/S00440-013-0516-XMaRDI QIDQ398776zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

universalitylocal circular law

Mathematics Subject Classification ID

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

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 $N^{-1/4+e}$.

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Cited in

(34)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• On the rightmost eigenvalue of non-Hermitian random matrices
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• Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
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