Random Matrices: The circular Law

dc.creatorTao, Terence
dc.creatorVu, Van
dc.date2007-08-21
dc.date2008-02-29
dc.date.accessioned2026-07-07T09:23:40Z
dc.date.available2026-07-07T09:23:40Z
dc.descriptionLet $\a$ be a complex random variable with mean zero and bounded variance $σ^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $λ_{1}, ..., λ_{n}$ be the eigenvalues of $\frac{1}{σ\sqrt n}N_{n}$. Define the empirical spectral distribution $μ_{n}$ of $N_{n}$ by the formula $$ μ_n(s,t) := \frac{1}{n} # \{k \leq n| \Re(λ_k) \leq s; \Im(λ_k) \leq t \}.$$ The Circular law conjecture asserts that $μ_{n}$ converges to the uniform distribution $μ_\infty$ over the unit disk as $n$ tends to infinity. We prove this conjecture under the slightly stronger assumption that the $(2+η)þ$-moment of $\a$ is bounded, for any $η>0$. Our method builds and improves upon earlier work of Girko, Bai, Götze-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.
dc.description46 pages, no figures, submitted. More minor corrections
dc.identifierhttps://arxiv.org/abs/0708.2895
dc.identifierhttp://arxiv.org/abs/0708.2895
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/155815
dc.subjectProbability
dc.subjectSpectral Theory
dc.subject11B25
dc.titleRandom Matrices: The circular Law
dc.typetext

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