Circular law for random matrices with unconditional log-concave distribution
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Publication:5264568
DOI10.1142/S0219199715500200zbMATH Open1330.15038arXiv1303.5838MaRDI QIDQ5264568FDOQ5264568
Radosław Adamczak, Djalil Chafaï
Publication date: 27 July 2015
Published in: Communications in Contemporary Mathematics (Search for Journal in Brave)
Abstract: We explore the validity of the circular law for random matrices with non i.i.d. entries. Let A be a random n imes n real matrix having as a random vector in R^{n^2} a log-concave isotropic unconditional law. In particular, the entries are uncorellated and have a symmetric law of zero mean and unit variance. This allows for some dependence and non equidistribution among the entries, while keeping the special case of i.i.d. standard Gaussian entries. Our main result states that as n goes to infinity, the empirical spectral distribution of n^{-1/2}A tends to the uniform law on the unit disc of the complex plane.
Full work available at URL: https://arxiv.org/abs/1303.5838
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Cited In (10)
- Circular law for the sum of random permutation matrices
- The circular law for random regular digraphs with random edge weights
- Circular law for random matrices with exchangeable entries
- The circular law for random regular digraphs
- Inhomogeneous circular law for correlated matrices
- Circular law for random block band matrices with genuinely sublinear bandwidth
- Gaussian fluctuations for non-Hermitian random matrix ensembles
- On the convergence of the extremal eigenvalues of empirical covariance matrices with dependence
- On the singularity of adjacency matrices for random regular digraphs
- Spectrum of Markov Generators on Sparse Random Graphs
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