The circular law for random matrices
From MaRDI portal
Publication:989183
DOI10.1214/09-AOP522zbMath1203.60010arXiv0709.3995OpenAlexW3101114036WikidataQ59485696 ScholiaQ59485696MaRDI QIDQ989183
Alexander Tikhomirov, Friedrich Götze
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
Random matrices (probabilistic aspects) (60B20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random matrices (algebraic aspects) (15B52)
Related Items (82)
Local Marchenko-Pastur law for sparse rectangular random matrices ⋮ Partial Linear Eigenvalue Statistics for Non-Hermitian Random Matrices ⋮ Fluctuations in the spectrum of non-Hermitian i.i.d. matrices ⋮ The distribution of sandpile groups of random graphs ⋮ Singularity of sparse Bernoulli matrices ⋮ Asymptotic spectra of matrix-valued functions of independent random matrices and free probability ⋮ On minimal singular values of random matrices with correlated entries ⋮ Central limit theorem for linear eigenvalue statistics of elliptic random matrices ⋮ FLUCTUATIONS OF MATRIX ENTRIES OF ANALYTIC FUNCTIONS OF NON-HERMITIAN RANDOM MATRICES ⋮ From the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matrices ⋮ Circular law for sparse random regular digraphs ⋮ A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality ⋮ Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations ⋮ A real quaternion spherical ensemble of random matrices ⋮ Smallest singular value and limit eigenvalue distribution of a class of non-Hermitian random matrices with statistical application ⋮ Products of many large random matrices and gradients in deep neural networks ⋮ Asymptotic distribution of singular values for matrices in a spherical ensemble ⋮ The sparse circular law under minimal assumptions ⋮ Circular law for noncentral random matrices ⋮ Quantitative invertibility of random matrices: a combinatorial perspective ⋮ Local circular law for random matrices ⋮ The local circular law. II: The edge case ⋮ Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices ⋮ On the largest and the smallest singular value of sparse rectangular random matrices ⋮ Quantitative invertibility of non-Hermitian random matrices ⋮ Spectral measure of empirical autocovariance matrices of high-dimensional Gaussian stationary processes ⋮ The Wasserstein distance to the circular law ⋮ The circular law for random regular digraphs with random edge weights ⋮ Circular law theorem for random Markov matrices ⋮ Universality for cokernels of random matrix products ⋮ Edge rigidity and universality of random regular graphs of intermediate degree ⋮ Around the circular law ⋮ Universality and the circular law for sparse random matrices ⋮ Local laws for non-Hermitian random matrices ⋮ An induced real quaternion spherical ensemble of random matrices ⋮ The single ring theorem ⋮ Spectral radii of products of random rectangular matrices ⋮ On asymptotics for the spectrum of the product of two random rectangular matrices ⋮ Spectrum of non-Hermitian heavy tailed random matrices ⋮ Structure of eigenvectors of random regular digraphs ⋮ Empirical distributions of eigenvalues of product ensembles ⋮ Random doubly stochastic matrices: the circular law ⋮ Complex networks: when random walk dynamics equals synchronization ⋮ Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018 ⋮ The local circular law. III: General case ⋮ Numerical range for random matrices ⋮ The limit of the smallest singular value of random matrices with i.i.d. entries ⋮ Invertibility of random matrices: Unitary and orthogonal perturbations ⋮ Circular law for the sum of random permutation matrices ⋮ Local inhomogeneous circular law ⋮ Invertibility of sparse non-Hermitian matrices ⋮ Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Spectrum of Markov Generators on Sparse Random Graphs ⋮ Brown measure support and the free multiplicative Brownian motion ⋮ Sharp transition of the invertibility of the adjacency matrices of sparse random graphs ⋮ Limiting empirical spectral distribution for products of rectangular matrices ⋮ Extremal laws for the real Ginibre ensemble ⋮ Circular law for random block band matrices with genuinely sublinear bandwidth ⋮ The logarithmic law of random determinant ⋮ Products of independent elliptic random matrices ⋮ The circular law for random regular digraphs ⋮ Non-asymptotic results for singular values of Gaussian matrix products ⋮ Rate of convergence for products of independent non-Hermitian random matrices ⋮ Outlier eigenvalues for non-Hermitian polynomials in independent i.i.d. matrices and deterministic matrices ⋮ Fluctuation around the circular law for random matrices with real entries ⋮ Circular law for random matrices with exchangeable entries ⋮ Local laws for non-Hermitian random matrices and their products ⋮ The high temperature crossover for general 2D Coulomb gases ⋮ Limiting Spectral Distributions of Sums of Products of Non-Hermitian Random Matrices ⋮ Convergence and asymptotic approximations to universal distributions in probability ⋮ SOME REMARKS ON THE DOZIER–SILVERSTEIN THEOREM FOR RANDOM MATRICES WITH DEPENDENT ENTRIES ⋮ Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices ⋮ The circular law for sparse non-Hermitian matrices ⋮ Eigenvector correlations in the complex Ginibre ensemble ⋮ Random matrix products: universality and least singular values ⋮ Gaussian fluctuations for linear eigenvalue statistics of products of independent iid random matrices ⋮ Quantitative results for banded Toeplitz matrices subject to random and deterministic perturbations ⋮ Rate of convergence to the Circular Law via smoothing inequalities for log-potentials ⋮ Random non-Abelian G-circulant matrices. Spectrum of random convolution operators on large finite groups ⋮ Circular law for random matrices with unconditional log-concave distribution ⋮ On the concentration of random multilinear forms and the universality of random block matrices
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Circular law, extreme singular values and potential theory
- Circular law
- The probability that a random real Gaussian matrix has \(k\) real eigenvalues, related distributions, and the circular law
- Rate of convergence to the semi-circular law
- The Edgeworth expansion for U-statistics of degree two
- Concentration of permanent estimators for certain large matrices.
- Rate of convergence in probability to the Marchenko-Pastur law
- Invertibility of random matrices: norm of the inverse
- Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
- The Littlewood-Offord problem and invertibility of random matrices
- Smallest singular value of random matrices and geometry of random polytopes
- RANDOM MATRICES: THE CIRCULAR LAW
- A limit theorem at the edge of a non-Hermitian random matrix ensemble
- Statistical Ensembles of Complex, Quaternion, and Real Matrices
- The Noise in the Circular Law and the Gaussian Free Field
This page was built for publication: The circular law for random matrices