Local inhomogeneous circular law

J. Alt, L. Erdös, T.H. Krüger, Annals Applied Probability 28 (2018) 148–203.

Journal Article | Published | English
Department
Abstract
We consider large random matrices X 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 X.
Publishing Year
Date Published
2018-03-03
Journal Title
Annals Applied Probability
Volume
28
Issue
1
Page
148-203
IST-REx-ID

Cite this

Alt J, Erdös L, Krüger TH. Local inhomogeneous circular law. Annals Applied Probability . 2018;28(1):148-203. doi:10.1214/17-AAP1302
Alt, J., Erdös, L., & Krüger, T. H. (2018). Local inhomogeneous circular law. Annals Applied Probability , 28(1), 148–203. https://doi.org/10.1214/17-AAP1302
Alt, Johannes, László Erdös, and Torben H Krüger. “Local Inhomogeneous Circular Law.” Annals Applied Probability 28, no. 1 (2018): 148–203. https://doi.org/10.1214/17-AAP1302.
J. Alt, L. Erdös, and T. H. Krüger, “Local inhomogeneous circular law,” Annals Applied Probability , vol. 28, no. 1, pp. 148–203, 2018.
Alt J, Erdös L, Krüger TH. 2018. Local inhomogeneous circular law. Annals Applied Probability . 28(1), 148–203.
Alt, Johannes, et al. “Local Inhomogeneous Circular Law.” Annals Applied Probability , vol. 28, no. 1, Institute of Mathematical Statistics, 2018, pp. 148–203, doi:10.1214/17-AAP1302.

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