Wegner estimate and upper bound on the eigenvalue condition number of non‐Hermitian random matrices
We consider N×N$N\times N$ non‐Hermitian random matrices of the form X+A$X+A$, where A$A$ is a general deterministic matrix and NX$\sqrt {N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, that is, that the lo...
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Veröffentlicht in: | Communications on pure and applied mathematics 2024-09, Vol.77 (9), p.3785-3840 |
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Sprache: | eng |
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Zusammenfassung: | We consider N×N$N\times N$ non‐Hermitian random matrices of the form X+A$X+A$, where A$A$ is a general deterministic matrix and NX$\sqrt {N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, that is, that the local density of eigenvalues is bounded by N1+o(1)$N^{1+o(1)}$ and (ii) that the expected condition number of any bulk eigenvalue is bounded by N1+o(1)$N^{1+o(1)}$; both results are optimal up to the factor No(1)$N^{o(1)}$. The latter result complements the very recent matching lower bound obtained by Cipolloni et al. and improves the N$N$‐dependence of the upper bounds by Banks et al. and Jain et al. Our main ingredient, a near‐optimal lower tail estimate for the small singular values of X+A−z$X+A-z$, is of independent interest. |
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ISSN: | 0010-3640 1097-0312 |
DOI: | 10.1002/cpa.22201 |