English

A rate of convergence for the circular law for the complex Ginibre ensemble

Probability 2015-07-22 v3 Mathematical Physics math.MP

Abstract

We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected LpL_p-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the uniform measure on the unit disc, both in expectation and almost surely. For 1p21 \le p \le 2, the bounds are of the order n1/4n^{-1/4}, up to logarithmic factors.

Keywords

Cite

@article{arxiv.1406.1396,
  title  = {A rate of convergence for the circular law for the complex Ginibre ensemble},
  author = {Elizabeth S. Meckes and Mark W. Meckes},
  journal= {arXiv preprint arXiv:1406.1396},
  year   = {2015}
}

Comments

Final version: to appear in Annales de la Facult\'e des Sciences de Toulouse. Previous comments: New result added giving almost sure convergence rates in addition to rates in expectation. One figure added to illustrate an initial segment with respect to the spiral order. Several references to related work added