On the spectral radius of a random matrix: An upper bound without fourth moment
Bordenave, Charles; Caputo, Pietro; Chafaï, Djalil; Tikhomirov, Konstantin (2018), On the spectral radius of a random matrix: An upper bound without fourth moment, Annals of Probability, 46, 4, p. 2268-2286. 10.1214/17-AOP1228
Type
Article accepté pour publication ou publiéExternal document link
https://hal.archives-ouvertes.fr/hal-01346261Date
2018Journal name
Annals of ProbabilityVolume
46Number
4Pages
2268-2286
Publication identifier
Metadata
Show full item recordAbstract (EN)
Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral radius is close to the square root of the dimension. We conjecture that this holds true under the sole assumption of zero mean and unit variance, in other words that there are no outliers in the circular law. In this work we establish the conjecture in the case of symmetrically distributed entries with a finite moment of order larger than two. The proof uses the method of moments combined with a novel truncation technique for cycle weights that might be of independent interest.Subjects / Keywords
Combinatorics; Digraph; Spectral Radius; Random matrix; Heavy TailRelated items
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