English

Local inhomogeneous circular law

Probability 2017-04-14 v3 Mathematical Physics math.MP

Abstract

We consider large random matrices XX 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 variances, the limiting density is uniform. In this special case, the local circular law by Bourgade et. al. [11,12] shows that the empirical density converges even locally on scales slightly above the typical eigenvalue spacing. In the general case, the limiting density is typically inhomogeneous and it is obtained via solving a system of deterministic equations. Our main result is the local inhomogeneous circular law in the bulk spectrum on the optimal scale for a general variance profile of the entries of XX.

Keywords

Cite

@article{arxiv.1612.07776,
  title  = {Local inhomogeneous circular law},
  author = {Johannes Alt and Laszlo Erdos and Torben Krüger},
  journal= {arXiv preprint arXiv:1612.07776},
  year   = {2017}
}

Comments

37 pages, 3 figures. We added some more properties of the density of states in Proposition 2.4

R2 v1 2026-06-22T17:32:49.806Z