Rate of convergence to the Circular Law via smoothing inequalities for log-potentials

DOI10.1142/S201032632150026XzbMATH Open1479.60004arXiv1807.00489MaRDI QIDQ5019002FDOQ5019002

Authors: Friedrich Götze, Jonas Jalowy 

Publication date: 27 December 2021

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

Abstract: The aim of this note is to investigate the Kolmogorov distance of the Circular Law to the empirical spectral distribution of non-Hermitian random matrices with independent entries. The optimal rate of convergence is determined by the Ginibre ensemble and is given by $n^{-1/2}$. A smoothing inequality for complex measures that quantitatively relates the uniform Kolmogorov-like distance to the concentration of logarithmic potentials is shown. Combining it with results from Local Circular Laws, we apply it to prove nearly optimal rate of convergence to the Circular Law in Kolmogorov distance. Furthermore we show that the same rate of convergence holds for the empirical measure of the roots of Weyl random polynomials.

Full work available at URL: https://arxiv.org/abs/1807.00489

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zbMATH Keywords

rate of convergencelogarithmic potentialcircular lawnon-Hermitian random matricessmoothing inequalitylog-determinant

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Inequalities; stochastic orderings (60E15) Rate of convergence, degree of approximation (41A25)

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Cited In (7)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus
• The Wasserstein distance to the circular law
• A rate of convergence for the circular law for the complex Ginibre ensemble
• Rate of convergence for products of independent non-Hermitian random matrices
• Riesz energy, \(L^2\) discrepancy, and optimal transport of determinantal point processes on the sphere and the flat torus
• Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble

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