• 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