1. Precise asymptotics for the spectral radius of a large random matrix.
- Author
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Cipolloni, Giorgio, Erdős, László, and Xu, Yuanyuan
- Subjects
- *
RANDOM matrices , *BROWNIAN motion , *RADIUS (Geometry) , *EIGENVALUES , *RANDOM graphs - Abstract
We consider the spectral radius of a large random matrix X with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the celebrated circular law. The coefficients in this asymptotics are universal but they differ from a similar asymptotics recently proved for the rightmost eigenvalue of X in Cipolloni et al., Ann. Probab. 51(6), 2192–2242 (2023). To access the more complicated spectral radius, we need to establish a new decorrelation mechanism for the low-lying singular values of X − z for different complex shift parameters z using the Dyson Brownian Motion. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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