Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userA rate of convergence for the circular law for the complex Ginibre ensemble
330
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected $L_p$-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the uniform measure on the unit disc, both in expectation and almost surely. For $1 le p le 2$, the bounds are of the order $n^{-1/4}$, up to logarithmic factors.
rate research
Read More
Let $sqrt{N}+lambda_{max}$ be the largest real eigenvalue of a random $Ntimes N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix). We study the large deviations behaviour of the limiting $Nrightarrow infty$ distribution $P[lambda_{max}<t]$ of the shifted maximal real eigenvalue $lambda_{max}$. In particular, we prove that the right tail of this distribution is Gaussian: for $t>0$, [ P[lambda_{max}<t]=1-frac{1}{4}mbox{erfc}(t)+Oleft(e^{-2t^2}right). ] This is a rigorous confirmation of the corresponding result of Forrester and Nagao. We also prove that the left tail is exponential: for $t<0$, [ P[lambda_{max}<t]= e^{frac{1}{2sqrt{2pi}}zetaleft(frac{3}{2}right)t+O(1)}, ] where $zeta$ is the Riemann zeta-function. Our results have implications for interacting particle systems. The edge scaling limit of the law of real eigenvalues for the real Ginibre ensemble is a rescaling of a fixed time distribution of annihilating Brownian motions (ABMs) with the step initial condition. Therefore, the tail behaviour of the distribution of $X_s^{(max)}$ - the position of the rightmost annihilating particle at fixed time $s>0$ - can be read off from the corresponding answers for $lambda_{max}$ using $X_s^{(max)}stackrel{D}{=} sqrt{4s}lambda_{max}$.
We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits and the convergence rates of the correlation functions at the real bulk/edge of the spectrum, which in particular establishes the local universality at strong non-Hermiticity. Furthermore, we obtain the subleading corrections of the edge correlation kernels, which depend on the non-Hermiticity parameter contrary to the universal leading term. Our proofs are based on the asymptotic behaviour of the complex elliptic Ginibre ensemble due to Lee and Riser as well as on a version of the Christoffel-Darboux identity, a differential equation satisfied by the skew-orthogonal polynomial kernel.
In the first part of this article, we proved a local version of the circular law up to the finest scale $N^{-1/2+ e}$ for non-Hermitian random matrices at any point $z in C$ with $||z| - 1| > c $ for any $c>0$ independent of the size of the matrix. Under the main assumption that the first three moments of the matrix elements match those of a standard Gaussian random variable after proper rescaling, we extend this result to include the edge case $ |z|-1=oo(1)$. Without the vanishing third moment assumption, we prove that the circular law is valid near the spectral edge $ |z|-1=oo(1)$ up to scale $N^{-1/4+ e}$.
Let $A$ and $B$ be two $N$ by $N$ deterministic Hermitian matrices and let $U$ be an $N$ by $N$ Haar distributed unitary matrix. It is well known that the spectral distribution of the sum $H=A+UBU^*$ converges weakly to the free additive convolution of the spectral distributions of $A$ and $B$, as $N$ tends to infinity. We establish the optimal convergence rate ${frac{1}{N}}$ in the bulk of the spectrum.
In this note, we show that the Lyapunov exponents of mixed products of random truncated Haar unitary and complex Ginibre matrices are asymptotically given by equally spaced `picket-fence statistics. We discuss how these statistics should originate from the connection between random matrix products and multiplicative Brownian motion on $operatorname{GL}_n(mathbb{C})$, analogous to the connection between discrete random walks and ordinary Brownian motion. Our methods are based on contour integral formulas for products of classical matrix ensembles from integrable probability.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
