Local single ring theorem on optimal scale
Probability
2019-03-04 v2 Mathematical Physics
math.MP
Abstract
Let and be two independent by random matrices that are distributed according to Haar measure on . Let be a non-negative deterministic by matrix. The single ring theorem [26] asserts that the empirical eigenvalue distribution of the matrix converges weakly, in the limit of large , to a deterministic measure which is supported on a single ring centered at the origin in . Within the bulk regime, i.e. in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order and establish the optimal convergence rate. The same results hold true when~ and~ are Haar distributed on .
Cite
@article{arxiv.1612.05920,
title = {Local single ring theorem on optimal scale},
author = {Zhigang Bao and László Erdős and Kevin Schnelli},
journal= {arXiv preprint arXiv:1612.05920},
year = {2019}
}
Comments
A gap in the proof of Lemma 5.5 has been fixed