Local Circular Law for Random Matrices
Probability
2013-12-05 v3 Mathematical Physics
math.MP
Abstract
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 away from the unit circle. More precisely, if for arbitrarily small , the circular law is valid around up to scale for any under the assumption that the distributions of the matrix entries satisfy a uniform subexponential decay condition.
Keywords
Cite
@article{arxiv.1206.1449,
title = {Local Circular Law for Random Matrices},
author = {Paul Bourgade and Horng-Tzer Yau and Jun Yin},
journal= {arXiv preprint arXiv:1206.1449},
year = {2013}
}