The local circular law. III: General case

DOI10.1007/S00440-013-0539-3zbMATH Open1342.15031arXiv1212.6599OpenAlexW2162731138MaRDI QIDQ483315FDOQ483315

Authors: Jun Yin 

Publication date: 16 December 2014

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

Abstract: In the first part of this article series, Bourgade, Yau and the author of this paper 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. In the second part, they extended this result to include the edge case $|z|-1=oo(1)$, under the main assumption that the third moments of the matrix elements vanish. (Without the vanishing third moment assumption, they proved that the circular law is valid near the spectral edge $|z|-1=oo(1)$ up to scale $N^{-1/4+e}$.) In this paper, we will remove this assumption, i.e. we prove a local version of the circular law up to the finest scale $N^{-1/2+e}$ for non-Hermitian random matrices at any point $zinC$.

Full work available at URL: https://arxiv.org/abs/1212.6599

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zbMATH Keywords

universalitylocal circular law

Mathematics Subject Classification ID

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

Cites Work

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Cited In (22)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Local elliptic law
• Eigenvectors of non normal random matrices
• Local single ring theorem on optimal scale
• Eigenvector correlations in the complex Ginibre ensemble
• Local laws for non-Hermitian random matrices and their products
• Local circular law for random matrices
• The local circular law. II: The edge case
• Bounds for the Stieltjes transform and the density of states of Wigner matrices
• Local density for two-dimensional one-component plasma
• The circular law for random regular digraphs
• Inhomogeneous circular law for correlated matrices
• Circular law for random block band matrices with genuinely sublinear bandwidth
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• 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
• Random matrix products: universality and least singular values
• Deformed single ring theorems
• 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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