Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices
Abstract
We consider non-Hermitian random matrices of the form , where is a general deterministic matrix and consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, i.e. that the local density of eigenvalues is bounded by and (ii) that the expected condition number of any bulk eigenvalue is bounded by ; both results are optimal up to the factor . The latter result complements the very recent matching lower bound obtained in [15] (arXiv:2301.03549) and improves the -dependence of the upper bounds in [5,6,32] (arXiv:1906.11819, arXiv:2005.08930, arXiv:2005.08908). Our main ingredient, a near-optimal lower tail estimate for the small singular values of , is of independent interest.
Keywords
Cite
@article{arxiv.2301.04981,
title = {Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices},
author = {László Erdős and Hong Chang Ji},
journal= {arXiv preprint arXiv:2301.04981},
year = {2023}
}
Comments
38 pages; improved Corollary 2.4, and removed Theorem 2.10 (ii) for k=1 and Theorem 2.7 (iii)