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Local Circular Law for Random Matrices

Probability 2013-12-05 v3 Mathematical Physics math.MP

Abstract

The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point zz away from the unit circle. More precisely, if z1τ | |z| - 1 | \ge \tau for arbitrarily small τ>0\tau> 0, the circular law is valid around zz up to scale N1/2+\eN^{-1/2+ \e} for any \e>0\e > 0 under the assumption that the distributions of the matrix entries satisfy a uniform subexponential decay condition.

Keywords

Cite

@article{arxiv.1206.1449,
  title  = {Local Circular Law for Random Matrices},
  author = {Paul Bourgade and Horng-Tzer Yau and Jun Yin},
  journal= {arXiv preprint arXiv:1206.1449},
  year   = {2013}
}
R2 v1 2026-06-21T21:15:34.859Z