Strong Circular Law
Let \(\Xi=(\xi_{ij}^{(n)})_{i,j=1}^{n}\) be a random complex matrix whose entries are independent for every \(n\) and \(E\xi_{ij}^{(n)}=0,\;E{\xi_{ij}^{(n)}}^2=n^{-1}\). If there exist homogeneously integrable in order \(\beta>1\) densities of the real parts or densities of the imaginary parts of random entries \(\sqrt{n}\xi_{ij}^{(n)}\), and \(\sup_{n}\max_{i,j}E{}\xi_{ij}^{(n)}\sqrt{n}^{2+ \delta}\leq c<\infty\) for some \(\delta>0\), then by probability (with probability one if \(\delta>1\)) \[ \lim_{n\to\infty}\mu_{n}(x,y)= \pi^{-1}\int \int_{\{u<x,v<y\}\cap\{u^2+v^2<1\}} du dv, \] where \[ \mu_{n}(x,y)= n^{-1}\sum_{k=1}^{n}\chi( \text{Re} \lambda_{k}<x)\chi( \text{Im} \lambda_{k}<y) \] is the normalized spectral function and \(\lambda_{k}\) are eigenvalues of the matrix \(\Xi\).
- Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
- Circular law theorem for random Markov matrices
- The entries of circular orthogonal ensembles
- Numerical measure of a complex matrix
- RANDOM MATRICES: THE CIRCULAR LAW
- scientific article; zbMATH DE number 3901742 (Why is no real title available?)
- scientific article; zbMATH DE number 3927994 (Why is no real title available?)
- Large deviations from the circular law
- The V-density of eigenvalues of non symmetric random matrices and rigorous proof of the strong Circular law
- Strong Elliptic Law
- The Strong Circular Law. Twenty years later. Part II
- The Circular Law: ten years later
- scientific article; zbMATH DE number 922967 (Why is no real title available?)
- The circular law. Thirty years later
- The generalized circular law
- The Circular Law. Twenty years later. Part III
- Spectrum of non-Hermitian heavy tailed random matrices
- Probability of local bifurcation type from a fixed point: a random matrix perspective
This page was built for publication: Strong Circular Law
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4264006)
