Author(s):

Alt, Johannes; Erdős, László; Krüger, Torben

Title: 
Local inhomogeneous circular law

Affiliation 
IST Austria 
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.

Publication Title:

Annals Applied Probability

ISBN:

10505164

Publisher:

Institute of Mathematical Statistics

Date Published:

20180101

Start Page: 
Preprint

URL: 

Open access: 
yes (repository) 