Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral radius is close to the square root of the dimension.We conjecture that this holds true under the sole assumption of zero mean and unit variance. In other words, that there are no outliers in the circular law. In this work, we establish the conjecture in the case of symmetrically distributed entries with a finite moment of order larger than two. The proof uses the method of moments combined with a novel truncation technique for cycle weights that might be of independent interest
A random matrix is by definition a matrix-valued random variable. Among the many random matrix model...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...
Consider a square matrix with independent and identically distributed entries of zero mean and unit ...
International audienceConsider a square matrix with independent and identically distributed entries ...
International audienceConsider a square matrix with independent and identically distributed entries ...
International audienceConsider a square random matrix with independent and identically distributed e...
International audienceConsider a square random matrix with independent and identically distributed e...
We prove that the spectral radius of an i.i.d. random walk on GLd(C) satisfies a strong law of large...
Götze F, Naumov A, Tikhomirov A. Local Semicircle Law Under Fourth Moment Condition. JOURNAL OF THEO...
AbstractConsider the empirical spectral distribution of complex random n×n matrix whose entries are ...
This version: misprints corrected, some parts of the proofs simplified, general presentation improve...
Götze F, Naumov AA, Tikhomirov AN. Local Laws for Non-Hermitian Random Matrices. DOKLADY MATHEMATICS...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...
A random matrix is by definition a matrix-valued random variable. Among the many random matrix model...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...
Consider a square matrix with independent and identically distributed entries of zero mean and unit ...
International audienceConsider a square matrix with independent and identically distributed entries ...
International audienceConsider a square matrix with independent and identically distributed entries ...
International audienceConsider a square random matrix with independent and identically distributed e...
International audienceConsider a square random matrix with independent and identically distributed e...
We prove that the spectral radius of an i.i.d. random walk on GLd(C) satisfies a strong law of large...
Götze F, Naumov A, Tikhomirov A. Local Semicircle Law Under Fourth Moment Condition. JOURNAL OF THEO...
AbstractConsider the empirical spectral distribution of complex random n×n matrix whose entries are ...
This version: misprints corrected, some parts of the proofs simplified, general presentation improve...
Götze F, Naumov AA, Tikhomirov AN. Local Laws for Non-Hermitian Random Matrices. DOKLADY MATHEMATICS...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...
A random matrix is by definition a matrix-valued random variable. Among the many random matrix model...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. boun...