Local inhomogeneous circular law

Citation
Alt, Johannes et al., Local inhomogeneous circular law, Annals of applied probability , 28(1), 2018, pp. 148-203
ISSN journal
10505164
Volume
28
Issue
1
Year of publication
2018
Pages
148 - 203
Database
ACNP
SICI code
Abstract
We consider large random matrices X with centered, independent entries, which have comparable but not necessarily identical variances. Girko.s circular law asserts that the spectrum is supported in a disk and in case of identical variances, the limiting density is uniform. In this special case, the local circular law by Bourgade et al. [Probab. Theory Related Fields159 (2014) 545.595; Probab. Theory Related Fields159 (2014) 619.660] shows that the empirical density converges even locally on scales slightly above the typical eigenvalue spacing. In the general case, the limiting density is typically inhomogeneous and it is obtained via solving a system of deterministic equations. Our main result is the local inhomogeneous circular law in the bulk spectrum on the optimal scale for a general variance profile of the entries of X.