Random doubly stochastic matrices: The circular law

Authors
Citation
H. Nguyen, Hoi, Random doubly stochastic matrices: The circular law, Annals of probability , 42(3), 2014, pp. 1161-1196
Journal title
ISSN journal
00911798
Volume
42
Issue
3
Year of publication
2014
Pages
1161 - 1196
Database
ACNP
SICI code
Abstract
Let X be a matrix sampled uniformly from the set of doubly stochastic matrices of size n.n. We show that the empirical spectral distribution of the normalized matrix .n(X.EX) converges almost surely to the circular law. This confirms a conjecture of Chatterjee, Diaconis and Sly.