Local circular law for random matrices

被引:60
作者
Bourgade, Paul [1 ]
Yau, Horng-Tzer [1 ]
Yin, Jun [2 ]
机构
[1] Harvard Univ, Dept Math, Cambridge, MA 02138 USA
[2] Univ Wisconsin, Dept Math, Madison, WI 53706 USA
基金
美国国家科学基金会;
关键词
Local circular law; Universality; INVERTIBILITY; EIGENVALUES;
D O I
10.1007/s00440-013-0514-z
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point away from the unit circle. More precisely, if for arbitrarily small , the circular law is valid around up to scale for any under the assumption that the distributions of the matrix entries satisfy a uniform subexponential decay condition.
引用
收藏
页码:545 / 595
页数:51
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