The Wasserstein distance to the circular law
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Abstract: We investigate the Wasserstein distance between the empirical spectral distribution of non-Hermitian random matrices and the Circular Law. For general entry distributions, we obtain a nearly optimal rate of convergence in 1-Wasserstein distance of order and we prove that the optimal rate is attained by Ginibre matrices. This shows that the expected transport cost of complex eigenvalues to the uniform measure on the unit disk decays faster compared to that of i.i.d. points, which is known to include a logarithmic factor.
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- Eigenvalues of random matrices from compact classical groups in Wasserstein metric
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- scientific article; zbMATH DE number 3901742 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
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Cited in
(6)- Riesz energy, \(L^2\) discrepancy, and optimal transport of determinantal point processes on the sphere and the flat torus
- Annealed quantitative estimates for the quadratic 2D-discrete random matching problem
- Eigenvalues of random matrices from compact classical groups in Wasserstein metric
- Free energy expansions of a conditional GinUE and large deviations of the smallest eigenvalue of the LUE
- Optimal transport of stationary point processes: metric structure, gradient flow and convexity of the specific entropy
- Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements
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