On the lower bound of the spectral norm of symmetric random matrices with independent entries

Peche, Sandrine; Soshnikov, Alexander

On the lower bound of the spectral norm of symmetric random matrices with independent entries

Authors

Description

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*σ- o(N^{-6/11+ε}), $ where $σ^2 $ is the variance of the matrix entries and $ε$ is an arbitrary small positive number. Combining with our previous result from [7], this proves that for any $ε>0, $ one has $$ \|A_N\| =2 \*σ+ o(N^{-6/11+ε}) $$ with probability going to 1 as $N \to \infty. $