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arxiv: 0708.2895 · v5 · submitted 2007-08-21 · 🧮 math.PR · math.SP

Random Matrices: The circular Law

classification 🧮 math.PR math.SP
keywords randomlambdamatricesboundedcircularconjecturedistributionfrac
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Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of $\frac{1}{\sigma \sqrt n}N_{n}$. Define the empirical spectral distribution $\mu_{n}$ of $N_{n}$ by the formula $$ \mu_n(s,t) := \frac{1}{n} # \{k \leq n| \Re(\lambda_k) \leq s; \Im(\lambda_k) \leq t \}.$$ The Circular law conjecture asserts that $\mu_{n}$ converges to the uniform distribution $\mu_\infty$ over the unit disk as $n$ tends to infinity. We prove this conjecture under the slightly stronger assumption that the $(2+\eta)\th$-moment of $\a$ is bounded, for any $\eta >0$. Our method builds and improves upon earlier work of Girko, Bai, G\"otze-Tikhomirov, and Pan-Zhou, and also applies for sparse random matrices. The new key ingredient in the paper is a general result about the least singular value of random matrices, which was obtained using tools and ideas from additive combinatorics.

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