Fluctuations for analytic test functions in the Single Ring Theorem
Abstract
We consider a non-Hermitian random matrix 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 converges to a limit measure supported by a ring . In this text, we establish the convergence in distribution of random variables of the type where is analytic on and the Frobenius norm of has order . As corollaries, we obtain central limit theorems for linear spectral statistics of (for analytic test functions) and for finite rank projections of (like matrix entries). As an application, we locate outliers in multiplicative perturbations of .
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