Support convergence in the single ring theorem

DOI10.1007/S00440-011-0380-5MaRDI QIDQ1934370zbMATH OpenOpenAlexFDO

Authors Alice Guionnet, Ofer Zeitouni

Publication date 28 January 2013

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1012.2624

zbMATH Keywords

eigenvaluesrandom matricesnon-commutative measureSchwinger-Dyson equationindependent Haar distributed matrices

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Noncommutative measure and integration (46L51)

Abstract: We study the eigenvalues of non-normal square matrices of the form A_n=U_nT_nV_n with U_n,V_n independent Haar distributed on the unitary group and T_n real diagonal. We show that when the empirical measure of the eigenvalues of T_n converges, and T_n satisfies some technical conditions, all these eigenvalues lie in a single ring.

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Cited in

(12)

• Local single ring theorem on optimal scale
• A note on the second order universality at the edge of Coulomb gases on the plane
• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• Outliers in the single ring theorem
• Around the circular law
• Exponential bounds for the support convergence in the single ring theorem
• Invertibility of random matrices: Unitary and orthogonal perturbations
• The single ring theorem
• Spectral gap of sparse bistochastic matrices with exchangeable rows
• ``Single ring theorem and the disk-annulus phase transition.
• Deformed single ring theorems
• Outlier eigenvalues for deformed i.i.d. random matrices

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