The circular law for random matrices

DOI10.1214/09-AOP522MaRDI QIDQ989183zbMATH OpenOpenAlexWikidataFDO

Authors Friedrich Götze, A. N. Tikhomirov

Publication date 30 August 2010

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0709.3995

zbMATH Keywords

random matrixsparse matrixdistribution of eigenvaluescircular law

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on the unit disc without assumptions on the existence of a density for the distribution of entries. We assume that the entries have a finite moment of order larger than two and consider the case of sparse matrices. The results are based on previous work of Bai, Rudelson and the authors extending those results to a larger class of sparse matrices.

Recommendations

• Universality and the circular law for sparse random matrices
• The sparse circular law under minimal assumptions
• Circular law
• RANDOM MATRICES: THE CIRCULAR LAW
• The Circular Law: ten years later

Cites work

• scientific article; zbMATH DE number 5691097 (Why is no real title available?)
• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• scientific article; zbMATH DE number 51346 (Why is no real title available?)
• scientific article; zbMATH DE number 3504209 (Why is no real title available?)
• scientific article; zbMATH DE number 1077997 (Why is no real title available?)
• scientific article; zbMATH DE number 3288044 (Why is no real title available?)
• A limit theorem at the edge of a non-Hermitian random matrix ensemble
• Circular law
• Circular law, extreme singular values and potential theory
• Concentration of permanent estimators for certain large matrices.
• Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
• Invertibility of random matrices: norm of the inverse
• RANDOM MATRICES: THE CIRCULAR LAW
• Rate of convergence in probability to the Marchenko-Pastur law
• Smallest singular value of random matrices and geometry of random polytopes
• Statistical Ensembles of Complex, Quaternion, and Real Matrices
• The Edgeworth expansion for U-statistics of degree two
• The Littlewood-Offord problem and invertibility of random matrices
• The Noise in the Circular Law and the Gaussian Free Field
• The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law

Cited in

(98)

• Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations
• The semicircle law for matrices with independent diagonals
• A real quaternion spherical ensemble of random matrices
• On the Marchenko-Pastur and circular laws for some classes of random matrices with dependent entries
• Structure of eigenvectors of random regular digraphs
• From the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matrices
• Quantitative invertibility of random matrices: a combinatorial perspective
• Empirical distributions of eigenvalues of product ensembles
• Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018
• Some remarks on the Dozier-Silverstein theorem for random matrices with dependent entries
• Random matrices: universality of ESDs and the circular law
• Rate of convergence to the Circular Law via smoothing inequalities for log-potentials
• The circular law for sparse non-Hermitian matrices
• Complex networks: when random walk dynamics equals synchronization
• Singularity of sparse Bernoulli matrices
• Fluctuations of eigenvalues of patterned random matrices
• Limit theorems for random matrices
• Circular law for the sum of random permutation matrices
• The Wasserstein distance to the circular law
• Eigenvector correlations in the complex Ginibre ensemble
• On minimal singular values of random matrices with correlated entries
• RANDOM MATRICES: THE CIRCULAR LAW
• Local Marchenko-Pastur law for sparse rectangular random matrices
• Almost sure weak convergence for the circular ensembles of Dyson
• The circular law for random regular digraphs with random edge weights
• Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices
• Poisson convergence of eigenvalues of circulant type matrices
• Universality and the circular law for sparse random matrices
• scientific article; zbMATH DE number 2177280 (Why is no real title available?)
• Asymptotic distribution of singular values for matrices in a spherical ensemble
• Brown measure support and the free multiplicative Brownian motion
• Local laws for non-Hermitian random matrices and their products
• Spectrum of Markov generators on sparse random graphs
• Circular law for random discrete matrices of given row sum
• Random doubly stochastic matrices: the circular law
• Around the circular law
• Local circular law for random matrices
• The local circular law. II: The edge case
• Invertibility of random matrices: Unitary and orthogonal perturbations
• The distribution of sandpile groups of random graphs
• Circular law theorem for random Markov matrices
• The single ring theorem
• The generalized circular law
• Circular law for random matrices with exchangeable entries
• Least singular value, circular law, and Lindeberg exchange
• Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds
• Sharp transition of the invertibility of the adjacency matrices of sparse random graphs
• Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes
• Fluctuations of matrix entries of analytic functions of non-Hermitian random matrices
• Products of independent elliptic random matrices
• Limiting empirical spectral distribution for products of rectangular matrices
• The circular law for random regular digraphs
• The Tracy-Widom law for some sparse random matrices
• Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices
• Invertibility of sparse non-Hermitian matrices
• Central limit theorem for linear eigenvalue statistics of elliptic random matrices
• On the concentration of random multilinear forms and the universality of random block matrices
• Inhomogeneous circular law for correlated matrices
• Fluctuation around the circular law for random matrices with real entries
• Rate of convergence for products of independent non-Hermitian random matrices
• Universality for cokernels of random matrix products
• An induced real quaternion spherical ensemble of random matrices
• Products of many large random matrices and gradients in deep neural networks
• Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application
• Circular law for sparse random regular digraphs
• Edge rigidity and universality of random regular graphs of intermediate degree
• Spectrum of non-Hermitian heavy tailed random matrices
• Circular law for random block band matrices with genuinely sublinear bandwidth
• Non-asymptotic results for singular values of Gaussian matrix products
• The high temperature crossover for general 2D Coulomb gases
• Random non-abelian \(G\)-circulant matrices. Spectrum of random convolution operators on large finite groups
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• Spectral radii of products of random rectangular matrices
• The local circular law. III: General case
• Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
• Convergence and asymptotic approximations to universal distributions in probability
• Numerical range for random matrices
• Asymptotic spectra of matrix-valued functions of independent random matrices and free probability
• On asymptotics for the spectrum of the product of two random rectangular matrices
• Random matrix products: universality and least singular values
• Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices
• The limit of the smallest singular value of random matrices with i.i.d. entries
• Phase transitions for infinite products of large non-Hermitian random matrices
• Extremal laws for the real Ginibre ensemble
• Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices
• Circular law for random matrices with unconditional log-concave distribution
• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
• Some results on random circulant matrices
• The sparse circular law under minimal assumptions
• On the largest and the smallest singular value of sparse rectangular random matrices
• Circular law for noncentral random matrices
• Local laws for non-Hermitian random matrices
• Local inhomogeneous circular law
• A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality
• Quantitative invertibility of non-Hermitian random matrices
• Limiting spectral distributions of sums of products ofnon-Hermitian random matrices
• The logarithmic law of random determinant
• Spectral radii of large non-Hermitian random matrices

This page was built for publication: The circular law for random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989183)