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We consider the joint distribution of real and imaginary parts of eigenvalues of random matrices with independent real entries with mean zero and unit variance. We prove the convergence of this distribution to the uniform distribution on…

Probability · Mathematics 2007-05-23 F. Götze , A. Tikhomirov

The universality phenomenon asserts that the distribution of the eigenvalues of random matrix with i.i.d. zero mean, unit variance entries does not depend on the underlying structure of the random entries. For example, a plot of the…

Probability · Mathematics 2012-10-11 Philip Matchett Wood

The circular law asserts that the empirical distribution of eigenvalues of appropriately normalized $n\times n$ matrix with i.i.d. entries converges to the uniform measure on the unit disc as the dimension $n$ grows to infinity. Consider an…

Probability · Mathematics 2019-03-05 Mark Rudelson , Konstantin Tikhomirov

We explore the validity of the circular law for random matrices with non i.i.d. entries. Let A be a random n \times n real matrix having as a random vector in R^{n^2} a log-concave isotropic unconditional law. In particular, the entries are…

Probability · Mathematics 2015-07-07 Radosław Adamczak , Djalil Chafai

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

Probability · Mathematics 2008-02-29 Terence Tao , Van Vu

An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…

Probability · Mathematics 2016-03-25 Radosław Adamczak , Djalil Chafaï , Paweł Wolff

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

Combinatorics · Mathematics 2012-03-28 Hoi H. Nguyen , Van Vu

The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point $z$ away from the…

Probability · Mathematics 2013-12-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…

Probability · Mathematics 2007-06-13 Guangming Pan , Wang Zhou

We investigate the spectral distribution of random matrix ensembles with correlated entries. We consider symmetric matrices with real valued entries and stochastically independent diagonals. Along the diagonals the entries may be…

Probability · Mathematics 2015-03-13 Olga Friesen , Matthias Löwe

Let $A_n$ be an $n\times n$ matrix with iid entries distributed as Bernoulli random variables with parameter $p = p_n$. Rudelson and Tikhomirov, in a beautiful and celebrated paper, show that the distribution of eigenvalues of $A_n \cdot…

Probability · Mathematics 2025-01-09 Ashwin Sah , Julian Sahasrabudhe , Mehtaab Sawhney

The circular law asserts that if $X_n$ is a $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution of $\frac{1}{\sqrt{n}} X_n$ converges almost surely to the uniform…

Probability · Mathematics 2015-06-02 Hoi Nguyen , Sean O'Rourke

Let $\log^{2+\varepsilon} n \le d \le n/2$ for some fixed $\varepsilon \in (0,1)$, and let $M_n$ be an $n\times n$ random matrix with entries in ${0,1}$, where each row is independently and uniformly sampled from the set of all vectors in…

Probability · Mathematics 2026-04-14 Dongbin Li , Alexander E. Litvak , Tingzhou Yu

In this paper we consider ensemble of random matrices $\X_n$ with independent identically distributed vectors $(X_{ij}, X_{ji})_{i \neq j}$ of entries. Under assumption of finite fourth moment of matrix entries it is proved that empirical…

Probability · Mathematics 2012-08-07 Alexey Naumov

Fix a constant $C\geq 1$ and let $d=d(n)$ satisfy $d\leq \ln^{C} n$ for every large integer $n$. Denote by $A_n$ the adjacency matrix of a uniform random directed $d$-regular graph on $n$ vertices. We show that, as long as $d\to\infty$ with…

We examine the empirical distribution of the eigenvalues and the eigenvectors of adjacency matrices of sparse regular random graphs. We find that when the degree sequence of the graph slowly increases to infinity with the number of…

Probability · Mathematics 2012-10-15 Ioana Dumitriu , Soumik Pal

We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…

Probability · Mathematics 2017-04-14 Johannes Alt , Laszlo Erdos , Torben Krüger

The famous \emph{circular law} asserts that if $M_n$ is an $n \times n$ matrix with iid complex entries of mean zero and unit variance, then the empirical spectral distribution (ESD) of the normalized matrix $\frac{1}{\sqrt{n}} M_n$…

Probability · Mathematics 2009-01-01 Terence Tao , Van Vu

We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $N\times N$ matrices whose entries are chosen independently from a Bernoulli distribution…

Probability · Mathematics 2019-01-25 Ziliang Che , Patrick Lopatto

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Probability · Mathematics 2012-03-14 Charles Bordenave , Djalil Chafai
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