English

Fluctuations for analytic test functions in the Single Ring Theorem

Probability 2017-04-03 v4

Abstract

We consider a non-Hermitian random matrix AA whose distribution is invariant under the left and right actions of the unitary group. The so-called Single Ring Theorem, proved by Guionnet, Krishnapur and Zeitouni, states that the empirical eigenvalue distribution of AA converges to a limit measure supported by a ring SS. In this text, we establish the convergence in distribution of random variables of the type Tr(f(A)M)Tr (f(A)M) where ff is analytic on SS and the Frobenius norm of MM has order N\sqrt{N}. As corollaries, we obtain central limit theorems for linear spectral statistics of AA (for analytic test functions) and for finite rank projections of f(A)f(A) (like matrix entries). As an application, we locate outliers in multiplicative perturbations of AA.

Keywords

Cite

@article{arxiv.1504.05106,
  title  = {Fluctuations for analytic test functions in the Single Ring Theorem},
  author = {Florent Benaych-Georges and Jean Rochet},
  journal= {arXiv preprint arXiv:1504.05106},
  year   = {2017}
}

Comments

29 pages, 1 figure. In Version v2, we slightly modified the assumptions, in order to fix a problem un the control of the tails (see Assumption 2.3). In v3, some minors typos were corrected. In v4, some explanations were added in the introduction and some typos were corrected. To appear in Indiana Univ. Math. J

R2 v1 2026-06-22T09:19:06.813Z