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Given an $n \times n$ complex matrix $A$, let $$\mu_{A}(x,y):= \frac{1}{n} |\{1\le i \le n, \Re \lambda_i \le x, \Im \lambda_i \le y\}|$$ be the empirical spectral distribution (ESD) of its eigenvalues $\lambda_i \in \BBC, i=1, ... n$. We…

Probability · Mathematics 2009-04-24 Terence Tao , Van Vu , Manjunath Krishnapur

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 consider random $n\times n$ matrices of the form $Y_n=\frac1{\sqrt{d}}A_n\circ X_n$, where $A_n$ is the adjacency matrix of a uniform random $d$-regular directed graph on $n$ vertices, with $d=\lfloor p n\rfloor$ for some fixed $p \in…

Probability · Mathematics 2017-09-12 Nicholas A. Cook

Let $X$ be a matrix sampled uniformly from the set of doubly stochastic matrices of size $n\times n$. We show that the empirical spectral distribution of the normalized matrix $\sqrt{n}(X-{\mathbf {E}}X)$ converges almost surely to the…

Combinatorics · Mathematics 2014-03-28 Hoi H. Nguyen

We consider the problem of determining the limiting spectral distribution for random matrices whose row distributions are permitted to have limited dependence. We assume mild moment conditions and give an extension of the…

Probability · Mathematics 2018-01-16 Chris Connell , Pawan Patel

We study the empirical spectral distribution (ESD) of symmetric random matrices with ergodic entries on the diagonals. We observe that for entries with correlations that decay to 0, when the distance of the diagonal entries becomes large…

Probability · Mathematics 2019-04-02 Matthias Löwe

We prove the circular law for a class of non-Hermitian random block band matrices with genuinely sublinear bandwidth. Namely, we show there exists $\tau \in (0,1)$ so that if the bandwidth of the matrix $X$ is at least $n^{1-\tau}$ and the…

Probability · Mathematics 2021-09-01 Vishesh Jain , Indrajit Jana , Kyle Luh , Sean O'Rourke

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

Probability · Mathematics 2021-02-25 Johannes Alt , Torben Krüger

Consider a complex random $n\times n$ matrix ${\bf X}_n=(x_{ij})_{n\times n}$, whose entries $x_{ij}$ are independent random variables with zero means and unit variances. It is well-known that Tao and Vu (Ann Probab 38: 2023-2065, 2010)…

Probability · Mathematics 2024-08-27 Zhidong Bai , Jiang Hu

We consider products of independent square non-Hermitian random matrices. More precisely, let X(1),...,X(n) be random matrices with independent entries (real or complex with independent real and imaginary parts) with zero mean and variance…

Probability · Mathematics 2015-12-11 Yuriy Nemish

For a class of sparse random matrices of the form $A_n =(\xi_{i,j}\delta_{i,j})_{i,j=1}^n$, where $\{\xi_{i,j}\}$ are i.i.d.~centered sub-Gaussian random variables of unit variance, and $\{\delta_{i,j}\}$ are i.i.d.~Bernoulli random…

Probability · Mathematics 2018-06-13 Anirban Basak , Mark Rudelson

In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of…

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

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

Probability · Mathematics 2014-08-18 Sean O'Rourke , Alexander Soshnikov

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

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

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

Probability · Mathematics 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

We consider the convergence of the ESD for non-Hermitian random band matrices with independent entries to the circular law, which is the uniform measure on the unit disk in the center of the complex plane. We assume that the bandwidth of…

Probability · Mathematics 2025-12-02 Yi Han

We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…

Probability · Mathematics 2025-10-20 Indrajit Jana , Sunita Rani

The celebrated elliptic law describes the distribution of eigenvalues of random matrices with correlations between off-diagonal pairs of elements, having applications to a wide range of physical and biological systems. Here, we investigate…

Mathematical Physics · Physics 2019-09-09 Pau Vilimelis Aceituno , Tim Rogers , Henning Schomerus

Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…

Probability · Mathematics 2007-05-23 Brian Rider