Local single ring theorem on optimal scale

Z. Bao, L. Erdös, K. Schnelli, Annals of Probability 47 (2019) 1270–1334.


Journal Article | Published | English
Department
Abstract
Let U and V be two independent N by N random matrices that are distributed according to Haar measure on U(N). Let Σ be a nonnegative deterministic N by N matrix. The single ring theorem [Ann. of Math. (2) 174 (2011) 1189–1217] asserts that the empirical eigenvalue distribution of the matrix X:=UΣV∗ converges weakly, in the limit of large N, to a deterministic measure which is supported on a single ring centered at the origin in ℂ. Within the bulk regime, that is, in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order N−1/2+ε and establish the optimal convergence rate. The same results hold true when U and V are Haar distributed on O(N).
Publishing Year
Date Published
2019-05-01
Journal Title
Annals of Probability
Volume
47
Issue
3
Page
1270-1334
ISSN
IST-REx-ID

Cite this

Bao Z, Erdös L, Schnelli K. Local single ring theorem on optimal scale. Annals of Probability. 2019;47(3):1270-1334. doi:10.1214/18-AOP1284
Bao, Z., Erdös, L., & Schnelli, K. (2019). Local single ring theorem on optimal scale. Annals of Probability, 47(3), 1270–1334. https://doi.org/10.1214/18-AOP1284
Bao, Zhigang, László Erdös, and Kevin Schnelli. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability 47, no. 3 (2019): 1270–1334. https://doi.org/10.1214/18-AOP1284.
Z. Bao, L. Erdös, and K. Schnelli, “Local single ring theorem on optimal scale,” Annals of Probability, vol. 47, no. 3, pp. 1270–1334, 2019.
Bao Z, Erdös L, Schnelli K. 2019. Local single ring theorem on optimal scale. Annals of Probability. 47(3), 1270–1334.
Bao, Zhigang, et al. “Local Single Ring Theorem on Optimal Scale.” Annals of Probability, vol. 47, no. 3, Project Euclid, 2019, pp. 1270–334, doi:10.1214/18-AOP1284.

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