Circular law, extreme singular values and potential theory
Consider the empirical spectral distribution of complex random nxn matrix whose entries are independent and identically distributed random variables with mean zero and variance 1/n. In this paper, via applying potential theory in the complex plane and analyzing extreme singular values, we prove that this distribution converges, with probability one, to the uniform distribution over the unit disk in the complex plane, i.e. the well known circular law, under the finite fourth moment assumption on matrix elements.
Year of publication: |
2010
|
---|---|
Authors: | Pan, Guangming ; Zhou, Wang |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 3, p. 645-656
|
Publisher: |
Elsevier |
Keywords: | Circular law Largest singular value Potential Small ball probability Smallest singular value |
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