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arxiv: 1206.3187 · v3 · pith:HFMZ7VJDnew · submitted 2012-06-14 · 🧮 math.PR · math-ph· math.MP

The local circular law II: the edge case

classification 🧮 math.PR math-phmath.MP
keywords circularedgeassumptioncasefirstlocalmatrixrandom
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In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ \e}$ for non-Hermitian random matrices at any point $z \in \C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of the matrix. Under the main assumption that the first three moments of the matrix elements match those of a standard Gaussian random variable after proper rescaling, we extend this result to include the edge case $ |z|-1=\oo(1)$. Without the vanishing third moment assumption, we prove that the circular law is valid near the spectral edge $ |z|-1=\oo(1)$ up to scale $N^{-1/4+ \e}$.

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