The single ring theorem

被引:93
作者
Guionnet, Alice [1 ]
Krishnapur, Manjunath [2 ]
Zeitouni, Ofer [3 ,4 ]
机构
[1] Ecole Normale Super Lyon, UMPA, F-69364 Lyon, France
[2] Indian Inst Sci, Bangalore 560012, Karnataka, India
[3] Univ Minnesota, Minneapolis, MN USA
[4] Weizmann Inst Sci, Rehovot, Israel
基金
以色列科学基金会;
关键词
RANDOM MATRICES; CIRCULAR LAW; UNIVERSALITY;
D O I
10.4007/annals.2011.174.2.10
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study the empirical measure LA of the eigenvalues of nonnormal square matrices of the form A(n) = UnTnVn, with U-n, V-n independent Haar distributed on the unitary group and T-n diagonal. We show that when the empirical measure of the eigenyalues of T-n converges, and T-n satisfies some technical conditions, L-An converges towards a rotationally invariant measure mu on the complex plane whose support is a single ring. In particular, we provide a complete proof of the Feinberg-Zee single ring theorem [6]. We also consider the case where U-n, V-n are independently Haar distributed on the orthogonal group.
引用
收藏
页码:1189 / 1217
页数:29
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