English

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 XnX_n is a n×nn \times n matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of 1nXn\frac{1}{\sqrt{n}} X_n converges almost surely to the uniform distribution on the unit disk as nn 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