Local laws for non-Hermitian random matrices

The product of m ∈ N independent random square matrices whose elements are independent identically distributed random variables with zero mean and unit variance is considered. It is known that, as the size of the matrices increases to infinity, the empirical spectral measure of the normalized eigenv...

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Veröffentlicht in:Doklady. Mathematics 2017-11, Vol.96 (3), p.558-560
Hauptverfasser: Götze, F., Naumov, A. A., Tikhomirov, A. N.
Format: Artikel
Sprache:eng
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Zusammenfassung:The product of m ∈ N independent random square matrices whose elements are independent identically distributed random variables with zero mean and unit variance is considered. It is known that, as the size of the matrices increases to infinity, the empirical spectral measure of the normalized eigenvalues of the product converges with probability 1 to the distribution of the mth power of the random variable uniformly distributed on the unit disk of the complex plane. In particular, in the case of m = 1, the circular law holds. The purpose of this paper is to prove the validity of the local circular law (as well as its generalization to the case of any fixed m) in the case where the distribution of the matrix elements has finite absolute moment of order 4 + δ,δ > 0,. Recent results of Bourgade, Yau, and Yin, of Tao and Vu, and of Nemish are generalized.
ISSN:1064-5624
1531-8362
DOI:10.1134/S1064562417060072