Circular law for non-central random matrices
Probability
2010-11-09 v3
Abstract
Let be an infinite array of i.i.d. complex random variables, with mean 0 and variance 1. Let be the eigenvalues of . The strong circular law theorem states that with probability one, the empirical spectral distribution converges weakly as to the uniform law over the unit disc . In this short note, we provide an elementary argument that allows to add a deterministic matrix to provided that and with . Conveniently, the argument is similar to the one used for the non-central version of Wigner's and Marchenko-Pastur theorems.
Cite
@article{arxiv.0709.0036,
title = {Circular law for non-central random matrices},
author = {Djalil Chafai},
journal= {arXiv preprint arXiv:0709.0036},
year = {2010}
}
Comments
accepted in Journal of Theoretical Probability