English

On Local laws for non-Hermitian random matrices and their products

Probability 2018-12-10 v2 Spectral Theory

Abstract

The aim of this paper is to prove a local version of the circular law for non-Hermitian random matrices and its generalization to the product of non-Hermitian random matrices under weak moment conditions. More precisely we assume that the entries Xjk(q)X_{jk}^{(q)} of non-Hermitian random matrices X(q),1j,kn,q=1,,m,m1{\bf X}^{(q)}, 1 \le j,k \le n, q = 1, \ldots, m, m \geq 1 are i.i.d. r.v. with EXjk=0,EXjk2=1\mathbb E X_{jk} =0, \mathbb E X_{jk}^2 = 1 and EXjk4+δ<\mathbb E |X_{jk}|^{4+\delta} < \infty for some δ>0\delta > 0. It is shown that the local law holds on the optimal scale n1+2a,a>0n^{-1+2a}, a > 0, up to some logarithmic factor. We further develop a Stein type method to estimate the perturbation of the equations for the Stieltjes transform of the limiting distribution. We also generalize the recent results [Bourgade--Yau-Yin, 2014], [Tao--Vu, 2015] and [Nemish, 2017]. An extension to the case of non-i.i.d. entries is discussed.

Keywords

Cite

@article{arxiv.1708.06950,
  title  = {On Local laws for non-Hermitian random matrices and their products},
  author = {Friedrich Götze and Alexey Naumov and Alexander Tikhomirov},
  journal= {arXiv preprint arXiv:1708.06950},
  year   = {2018}
}

Comments

38 pages