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Circular Law Theorem for Random Markov Matrices

Probability 2012-03-27 v3 Spectral Theory

Abstract

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum. In particular, when X11 follows an exponential law, then M belongs to the Dirichlet Markov Ensemble of random stochastic matrices. Our main result states that with probability one, the counting probability measure of the complex spectrum of n^(1/2)M converges weakly as n tends to infinity to the uniform law on the centered disk of radius sigma/m. The bounded density assumption is purely technical and comes from the way we control the operator norm of the resolvent.

Keywords

Cite

@article{arxiv.0808.1502,
  title  = {Circular Law Theorem for Random Markov Matrices},
  author = {Charles Bordenave and Pietro Caputo and Djalil Chafai},
  journal= {arXiv preprint arXiv:0808.1502},
  year   = {2012}
}

Comments

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R2 v1 2026-06-21T11:09:21.346Z