English

Circular law for non-central random matrices

Probability 2010-11-09 v3

Abstract

Let (Xjk)j,k1(X_{jk})_{j,k\geq 1} be an infinite array of i.i.d. complex random variables, with mean 0 and variance 1. Let \lan,1,...,\lan,n\la_{n,1},...,\la_{n,n} be the eigenvalues of (1nXjk)1j,kn(\frac{1}{\sqrt{n}}X_{jk})_{1\leq j,k\leq n}. The strong circular law theorem states that with probability one, the empirical spectral distribution 1n(\de\lan,1+...+\de\lan,n)\frac{1}{n}(\de_{\la_{n,1}}+...+\de_{\la_{n,n}}) converges weakly as nn\to\infty to the uniform law over the unit disc {z\dC;z1}\{z\in\dC;|z|\leq1\}. In this short note, we provide an elementary argument that allows to add a deterministic matrix MM to (Xjk)1j,kn(X_{jk})_{1\leq j,k\leq n} provided that Tr(MM)=O(n2)\mathrm{Tr}(MM^*)=O(n^2) and rank(M)=O(n\al)\mathrm{rank}(M)=O(n^\al) with \al<1\al<1. Conveniently, the argument is similar to the one used for the non-central version of Wigner's and Marchenko-Pastur theorems.

Keywords

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

R2 v1 2026-06-21T09:12:56.085Z