Circular law

• 成果类型: Article
• 署名作者: Bai, ZD
• 署名单位: National Sun Yat Sen University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1997
• 页码: 494-529
• 关键词: large random matrices; expected spectral distributions; dimensional random matrices; convergence rate; limit

摘要

It was conjectured in the early 1950's that the empirical spectral distribution of an n x n matrix, of lid entries, normalized by a factor of 1/root n, converges to the uniform distribution over the unit disc on the complex plane, which is called the circular law. Only a special case of the conjecture, where the entries of the matrix are standard complex Gaussian, is known. In this paper, this conjecture is proved under the existence of the sixth moment and some smoothness conditions. Some extensions and discussions are also presented.