Support convergence in the single ring theorem
成果类型:
Article
署名作者:
Guionnet, Alice; Zeitouni, Ofer
署名单位:
University of Minnesota System; University of Minnesota Twin Cities; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Ecole Normale Superieure de Lyon (ENS de LYON); Weizmann Institute of Science
刊物名称:
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN:
0178-8051
DOI:
10.1007/s00440-011-0380-5
发表日期:
2012
页码:
661-675
关键词:
摘要:
We study the eigenvalues of non-normal square matrices of the form A (n) = U (n) T (n) V (n) with U (n) , V (n) independent Haar distributed on the unitary group and T (n) real diagonal. We show that when the empirical measure of the eigenvalues of T (n) converges, and T (n) satisfies some technical conditions, all these eigenvalues lie in a single ring.