English

Local single ring theorem on optimal scale

Probability 2019-03-04 v2 Mathematical Physics math.MP

Abstract

Let UU and VV be two independent NN by NN random matrices that are distributed according to Haar measure on U(N)U(N). Let Σ\Sigma be a non-negative deterministic NN by NN matrix. The single ring theorem [26] asserts that the empirical eigenvalue distribution of the matrix X:=UΣVX:= U\Sigma V^* converges weakly, in the limit of large NN, to a deterministic measure which is supported on a single ring centered at the origin in C\mathbb{C}. 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 N1/2+εN^{-1/2+\varepsilon} and establish the optimal convergence rate. The same results hold true when~UU and~VV are Haar distributed on O(N)O(N).

Keywords

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

R2 v1 2026-06-22T17:27:23.981Z