Title of article
Circular law, extreme singular values and potential theory
Author/Authors
Pan، نويسنده , , Guangming and Zhou، نويسنده , , Wang، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
12
From page
645
To page
656
Abstract
Consider the empirical spectral distribution of complex random n × n matrix whose entries are independent and identically distributed random variables with mean zero and variance 1 / n . In this paper, via applying potential theory in the complex plane and analyzing extreme singular values, we prove that this distribution converges, with probability one, to the uniform distribution over the unit disk in the complex plane, i.e. the well known circular law, under the finite fourth moment assumption on matrix elements.
Keywords
Largest singular value , POTENTIAL , circular law , Small ball probability , Smallest singular value
Journal title
Journal of Multivariate Analysis
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565381
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