The local circular law II: the edge case

Paul Bourgade, Horng Tzer Yau, Jun Yin

Research output: Contribution to journalArticlepeer-review

Abstract

In the first part of this article (Bourgade et al. arXiv:1206.1449, 2012), we proved a local version of the circular law up to the finest scale N−1/2+ε for non-Hermitian random matrices at any point z ∈ C with ||z| − 1| > c for any c > 0 independent of the size of the matrix. Under the main assumption that the first three moments of the matrix elements match those of a standard Gaussian random variable after proper rescaling, we extend this result to include the edge case |z| − 1 = o(1). Without the vanishing third moment assumption, we prove that the circular lawis valid near the spectral edge |z| − 1 = o(1) up to scale N−1/4+ε.

Original languageEnglish (US)
Pages (from-to)619-660
Number of pages42
JournalProbability Theory and Related Fields
Volume159
Issue number3-4
DOIs
StatePublished - Aug 2014

Keywords

  • Local circular law
  • Universality

ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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