Some explanations and improved formulas for the proof of Strong Circular Law, published in [6], 1984, are given: let Ξ = (ξ ij) n i,j=1 be a random complex matrix, whose entries ξ (n) ij are independent for every n, Eξ (n) ij =0, E|ξ (n) ij| 2 = n -1, given on the common probability space, there exist densities p (n) ij (x) of the real parts or densities q (n) ij (x) of the imaginary parts of random entries √nξ (n)ij and for some δ > 0, β > 1 {equation presented} is the normalized spectral function, and λ k are the eigenvalues of a complex random matrix Ξ = (ξ (n) ij) n i,j=1. © VSP 1997.52173196Burkholder, D.L., Distribution function inequalities for martingales (1973) Ann. Probab., 1 (1), pp. 19-42Ginibre, J., Statistical ensembles ...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x,...
In the first part of this article (Bourgade et al. arXiv:1206.1449, 2012), we proved a local version...
Some generalizations and explanations for the proof of the Strong Elliptic Law, published in [11-13]...
accepted in Journal of Theoretical ProbabilityInternational audienceLet $(X_{jk})_{j,k\geq 1}$ be an...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
Let A be an n by n matrix whose elements are independent random variables with standard normal distr...
Abstract. Let Mn be a random matrix of size n×n and let λ1,..., λn be the eigenvalues of Mn. The emp...
LetAbe annbynmatrix whose elements are independent random variables with standard normal distributio...
AbstractConsider the empirical spectral distribution of complex random n×n matrix whose entries are ...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
Abridged and updated version of the Probability Survey MR2908617, prepared at the occasion of the AM...
Abridged and updated version of the Probability Survey MR2908617, prepared at the occasion of the AM...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x,...
In the first part of this article (Bourgade et al. arXiv:1206.1449, 2012), we proved a local version...
Some generalizations and explanations for the proof of the Strong Elliptic Law, published in [11-13]...
accepted in Journal of Theoretical ProbabilityInternational audienceLet $(X_{jk})_{j,k\geq 1}$ be an...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
Let A be an n by n matrix whose elements are independent random variables with standard normal distr...
Abstract. Let Mn be a random matrix of size n×n and let λ1,..., λn be the eigenvalues of Mn. The emp...
LetAbe annbynmatrix whose elements are independent random variables with standard normal distributio...
AbstractConsider the empirical spectral distribution of complex random n×n matrix whose entries are ...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
Added: one reference and few comments.International audienceThese expository notes are centered arou...
Abridged and updated version of the Probability Survey MR2908617, prepared at the occasion of the AM...
Abridged and updated version of the Probability Survey MR2908617, prepared at the occasion of the AM...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
AbstractLetAbe annbynmatrix whose elements are independent random variables with standard normal dis...
Given an n x n complex matrix A, let mu(A)(x, y) := 1/n vertical bar{1 <= i <= n, Re lambda(i) <= x,...
In the first part of this article (Bourgade et al. arXiv:1206.1449, 2012), we proved a local version...