The circular law for random matrices

DOI10.1214/09-AOP522zbMATH Open1203.60010arXiv0709.3995OpenAlexW3101114036WikidataQ59485696 ScholiaQ59485696MaRDI QIDQ989183FDOQ989183

Authors: Friedrich Götze, A. N. Tikhomirov 

Publication date: 30 August 2010

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

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.

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

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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)

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