Exponential bounds for the support convergence in the Single Ring Theorem
Probability
2015-03-11 v4
Abstract
We consider an by matrix of the form , with some independent Haar-distributed unitary matrices and a deterministic matrix. We prove that for and , as tends to infinity, we have This gives a simple proof (with slightly weakened hypothesis) of the convergence of the support in the Single Ring Theorem, improves the available error bound for this convergence from to and proves that the rate of this convergence is at most .
Cite
@article{arxiv.1409.3864,
title = {Exponential bounds for the support convergence in the Single Ring Theorem},
author = {Florent Benaych-Georges},
journal= {arXiv preprint arXiv:1409.3864},
year = {2015}
}
Comments
15 pages, 1 figure. Minor typos corrected, references added. To appear in J. Funct. Anal