{ "id": "0708.2895", "version": "v5", "published": "2007-08-21T17:49:18.000Z", "updated": "2008-02-29T00:52:07.000Z", "title": "Random Matrices: The circular Law", "authors": [ "Terence Tao", "Van Vu" ], "comment": "46 pages, no figures, submitted. More minor corrections", "categories": [ "math.PR", "math.SP" ], "abstract": "Let $\\a$ be a complex random variable with mean zero and bounded variance $\\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\\a$. Let $\\lambda_{1}, ..., \\lambda_{n}$ be the eigenvalues of $\\frac{1}{\\sigma \\sqrt n}N_{n}$. Define the empirical spectral distribution $\\mu_{n}$ of $N_{n}$ by the formula $$ \\mu_n(s,t) := \\frac{1}{n} # \\{k \\leq n| \\Re(\\lambda_k) \\leq s; \\Im(\\lambda_k) \\leq t \\}.$$ The Circular law conjecture asserts that $\\mu_{n}$ converges to the uniform distribution $\\mu_\\infty$ over the unit disk as $n$ tends to infinity. We prove this conjecture under the slightly stronger assumption that the $(2+\\eta)\\th$-moment of $\\a$ is bounded, for any $\\eta >0$. Our method builds and improves upon earlier work of Girko, Bai, G\\\"otze-Tikhomirov, and Pan-Zhou, and also applies for sparse random matrices. The new key ingredient in the paper is a general result about the least singular value of random matrices, which was obtained using tools and ideas from additive combinatorics.", "revisions": [ { "version": "v5", "updated": "2008-02-29T00:52:07.000Z" } ], "analyses": { "subjects": [ "11B25" ], "keywords": [ "circular law conjecture asserts", "sparse random matrices", "mean zero", "earlier work", "method builds" ], "note": { "typesetting": "TeX", "pages": 46, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007arXiv0708.2895T" } } }