Complex random matrices have no real eigenvalues

DOI10.1142/S2010326317500149zbMATH Open1390.60033arXiv1609.07679OpenAlexW2963616995MaRDI QIDQ4603580FDOQ4603580

Authors: Kyle Luh 

Publication date: 16 February 2018

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

Abstract: Let $zeta=xi+ix{i}^{\prime }$ where $xi,x{i}^{\prime }$ are iid copies of a mean zero, variance one, subgaussian random variable. Let $N_n$ be a $nimesn$ random matrix with entries that are iid copies of $zeta$. We prove that there exists a $cin(0,1)$ such that the probability that $N_n$ has any real eigenvalues is less than $c^n$ where $c$ only depends on the subgaussian moment of $xi$. The bound is optimal up to the value of the constant $c$. The principal component of the proof is an optimal tail bound on the least singular value of matrices of the form $M_n:=M+N_n$ where $M$ is a deterministic complex matrix with the condition that $|M|leqK{n}^{1/2}$ for some constant $K$ depending on the subgaussian moment of $xi$. For this class of random variables, this result improves on the results of Pan-Zhou and Rudelson-Vershynin. In the proof of the tail bound, we develop an optimal small-ball probability bound for complex random variables that generalizes the Littlewood-Offord theory developed by Tao-Vu and Rudelson-Vershynin.

Full work available at URL: https://arxiv.org/abs/1609.07679

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zbMATH Keywords

random matricesreal eigenvaluesleast singular value

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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Cited In (5)

• Quantitative invertibility of random matrices: a combinatorial perspective
• The strong circular law: A combinatorial view
• Eigenvector delocalization for non‐Hermitian random matrices and applications
• Eigenvectors and controllability of non-Hermitian random matrices and directed graphs
• Quantitative invertibility of non-Hermitian random matrices

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