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Random matrices: the circular law. (English) Zbl 1156.15010

Let \(x\) be a complex random variable with mean zero and bounded variance \(\sigma^2\). Let \(N_n\) be an \(n\times n\) random matrix with entries being i.i.d. copies of \(x\) and let \(\lambda_1,\dots,\lambda_n\) be eigenvalues of \(\frac1{\sigma\sqrt n}N_n\). The paper under review is a contribution to the research related to the circular law conjecture: \(\mu_n(s,t)=\frac1n\#\{k\leq n\mid \text{Re}(\lambda_k)\leq s; \text{Im}(\lambda_k)\leq t\}\) tends to the uniform distribution \(\mu_{\infty}\) over the unit disk as \(n\to\infty\). The authors prove (under a slightly stronger assumption) this conjecture with strong convergence. The proof is based on a new general result about the least singular value of random matrices.

MSC:

15B52 Random matrices (algebraic aspects)
15A18 Eigenvalues, singular values, and eigenvectors
60F05 Central limit and other weak theorems

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