The circular law for sparse non-Hermitian matrices
Abstract
For a class of sparse random matrices of the form , where are i.i.d.~centered sub-Gaussian random variables of unit variance, and are i.i.d.~Bernoulli random variables taking value with probability , we prove that the empirical spectral distribution of converges weakly to the circular law, in probability, for all such that . Additionally if satisfies the inequality for some constant , then the above convergence is shown to hold almost surely. The key to this is a new bound on the smallest singular value of complex shifts of real valued sparse random matrices. The circular law limit also extends to the adjacency matrix of a directed Erd\H{o}s-R\'{e}nyi graph with edge connectivity probability .
Cite
@article{arxiv.1707.03675,
title = {The circular law for sparse non-Hermitian matrices},
author = {Anirban Basak and Mark Rudelson},
journal= {arXiv preprint arXiv:1707.03675},
year = {2018}
}
Comments
55 pages, Section 9 shortened, presentation improved, proof of Theorem 1.7 is removed from this version. For its proof we refer the reader to V1