Circular law for random matrices with exchangeable entries
Adamczak, R.; Chafaï, Djalil; Wolff, P. (2016), Circular law for random matrices with exchangeable entries, Random Structures & Algorithms, 48, 3, p. 454-479. 10.1002/rsa.20599
Type
Article accepté pour publication ou publiéExternal document link
https://arxiv.org/abs/1402.3660v1Date
2016Journal name
Random Structures & AlgorithmsVolume
48Number
3Publisher
Wiley
Published in
Paris
Pages
454-479
Publication identifier
Metadata
Show full item recordAbstract (EN)
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the uniform law on the unit disc. This is an instance of the universality phenomenon known as the circular law, for a model of random matrices with dependent entries, rows, and columns. It is also a non-Hermitian counterpart of a result of Chatterjee on the semi-circular law for random Hermitian matrices with exchangeable entries. The proof relies in particular on a reduction to a simpler model given by a random shuffle of a rigid deterministic matrix, on Hermitization, and also on combinatorial concentration of measure and combinatorial Central Limit Theorem. A crucial step is a polynomial bound on the smallest singular value of exchangeable random matrices, which may be of independent interest.Subjects / Keywords
smallest singular value; spectral analysis; Random permutations; exchangeable distributions; concentration of measure; Combinatorial Central Limit Theorem; Random matricesRelated items
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