Local Circular Law for Random Matrices
classification
🧮 math.PR
math-phmath.MP
keywords
circularassumptionlocalmatricesmeasurerandomuniformunit
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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 $z$ away from the unit circle. More precisely, if $ | |z| - 1 | \ge \tau$ for arbitrarily small $\tau> 0$, the circular law is valid around $z$ up to scale $N^{-1/2+ \e}$ for any $\e > 0$ under the assumption that the distributions of the matrix entries satisfy a uniform subexponential decay condition.
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