Local circular law for non-Hermitian random matrices
- Series
- Math Physics Seminar
- Time
- Thursday, March 22, 2012 - 11:05 for 1 hour (actually 50 minutes)
- Location
- Skiles 005
- Speaker
- Anna Maltsev – Hausdorff Center, University of Bonn – anna.maltsev@hcm.uni-bonn.de
Please Note: Note nonstandard day and time.
Consider an N by N matrix X of complex entries with iid real and imaginary parts
with probability distribution h where h has Gaussian decay. We show that the local density of
eigenvalues of X converges to the circular law with probability 1. More precisely, if we let a
function f (z) have compact support in C and f_{\delta,z_0} (x) = f ( z-z^0 / \delta ) then the sequence of densities
(1/N\delta^2) \int f_\delta d\mu_N
converges to the circular law density (1/N\delta^2) \int f_\delta d\mu
with probability 1. Here we show
this convergence for \delta = N^{-1/8}, which is an improvement on the previously known results
with \delta = 1. As a corollary, we also deduce that for square covariance matrices the number of
eigenvalues in intervals of size in the intervals [a/N^2 , b/N^2] is smaller than log N with probability
tending to 1.