Back to Search
Start Over
Local single ring theorem on optimal scale
- Publication Year :
- 2016
-
Abstract
- Let $U$ and $V$ be two independent $N$ by $N$ random matrices that are distributed according to Haar measure on $U(N)$. Let $\Sigma$ be a non-negative deterministic $N$ by $N$ matrix. The single ring theorem [26] asserts that the empirical eigenvalue distribution of the matrix $X:= U\Sigma V^*$ converges weakly, in the limit of large $N$, to a deterministic measure which is supported on a single ring centered at the origin in $\mathbb{C}$. Within the bulk regime, i.e. in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order $N^{-1/2+\varepsilon}$ and establish the optimal convergence rate. The same results hold true when~$U$ and~$V$ are Haar distributed on $O(N)$.<br />Comment: A gap in the proof of Lemma 5.5 has been fixed
- Subjects :
- Mathematics - Probability
Mathematical Physics
46L54, 60B20
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1612.05920
- Document Type :
- Working Paper