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 of non-Hermitian random matrices are i.i.d. r.v. with and for some . It is shown that the local law holds on the optimal scale , 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.
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