On the concentration of random multilinear forms and the universality of random block matrices
Probability
2015-06-02 v4
Abstract
The circular law asserts that if is a matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of converges almost surely to the uniform distribution on the unit disk as tends to infinity. Answering a question of Tao, we prove the circular law for a general class of random block matrices with dependent entries. The proof relies on an inverse-type result for the concentration of linear operators and multilinear forms.
Keywords
Cite
@article{arxiv.1309.4815,
title = {On the concentration of random multilinear forms and the universality of random block matrices},
author = {Hoi Nguyen and Sean O'Rourke},
journal= {arXiv preprint arXiv:1309.4815},
year = {2015}
}
Comments
43 pages, 2 figures; simplified the presentation and incorporated the referee's suggestions. To appear in Probability Theory and Related Fields