Local single ring theorem on optimal scale.

Citation
Bao, Zhigang et al., Local single ring theorem on optimal scale., Annals of probability (Online) , 47(3), 2019, pp. 1270-1334
ISSN journal
2168894X
Volume
47
Issue
3
Year of publication
2019
Pages
1270 - 1334
Database
ACNP
SICI code
Abstract
Let U and V be two independent N by N random matrices that are distributed according to Haar measure on U(N). Let . be a nonnegative deterministic N by N matrix. The single ring theorem [Ann. of Math. (2) 174 (2011) 1189.1217] asserts that the empirical eigenvalue distribution of the matrix X:=U.V. converges weakly, in the limit of large N, to a deterministic measure which is supported on a single ring centered at the origin in C. Within the bulk regime, that is, in the interior of the single ring, we establish the convergence of the empirical eigenvalue distribution on the optimal local scale of order N.1/2+. and establish the optimal convergence rate. The same results hold true when U and V are Haar distributed on O(N).