ON THE SPECTRAL RADIUS OF A RANDOM MATRIX: AN UPPER BOUND WITHOUT FOURTH MOMENT

• 成果类型: Article
• 署名作者: Bordenave, Charles; Caputo, Pietro; Chafai, Djalil; Tikhomirov, Konstantin
• 署名单位: Centre National de la Recherche Scientifique (CNRS); Universite de Toulouse; Roma Tre University; Universite PSL; Universite Paris-Dauphine; Princeton University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/17-AOP1228
• 发表日期: 2018
• 页码: 2268-2286
• 关键词: tailed random matrices; LARGEST EIGENVALUES

摘要

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.