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Register a new userThe local circular law II: the edge case
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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 $N^{-1/4+ e}$.
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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.
We introduce the $Ntimes N$ random matrices $$ X_{j,k}=expleft(2pi i sum_{q=1}^d omega_{j,q} k^qright) quad text{with } {omega_{j,q}}_{substack{1leq jleq N 1leq qleq d}} text{ i.i.d. random variables}, $$ and $d$ a fixed integer. We prove that the distribution of their singular values converges to the local Marchenko-Pastur law at scales $N^{-theta_d}$ for an explicit, small $theta_d>0$, as long as $dgeq 18$. To our knowledge, this is the first instance of a random matrix ensemble that is explicitly defined in terms of only $O(N)$ random variables exhibiting a universal local spectral law. Our main technical contribution is to derive concentration bounds for the Stieltjes transform that simultaneously take into account stochastic and oscillatory cancellations. Important ingredients in our proof are strong estimates on the number of solutions to Diophantine equations (in the form of Vinogradovs main conjecture recently proved by Bourgain-Demeter-Guth) and a pigeonhole argument that combines the Ward identity with an algebraic uniqueness condition for Diophantine equations derived from the Newton-Girard identities.
The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this convergence also holds locally in the bulk of the spectrum, down to the optimal scales larger than the eigenvalue spacing. The corresponding eigenvectors are fully delocalized. Similar results hold for the sum of two real symmetric matrices, when one is conjugated by a Haar orthogonal matrix.
We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $Ntimes (N+ u)$ are correlated through a non-Hermiticity parameter $tauin[0,1]$. For general $ u=O(N)$ and $tau$ we obtain the global limiting density and its support, given by a shifted ellipse. It provides a non-Hermitian generalisation of the Marchenko-Pastur distribution, which is recovered at maximal correlation $X_1=X_2$ when $tau=1$. The square root of the complex Wishart eigenvalues, corresponding to the non-zero complex eigenvalues of the Dirac matrix $mathcal{D}=begin{pmatrix} 0 & X_1 X_2^* & 0 end{pmatrix},$ are supported in a domain parametrised by a quartic equation. It displays a lemniscate type transition at a critical value $tau_c,$ where the interior of the spectrum splits into two connected components. At multi-criticality we obtain the limiting local kernel given by the edge kernel of the Ginibre ensemble in squared variables. For the global statistics, we apply Frostmans equilibrium problem to the 2D Coulomb gas, whereas the local statistics follows from a saddle point analysis of the kernel of orthogonal Laguerre polynomials in the complex plane.
The study of conformal restriction properties in two-dimensions has been initiated by Lawler, Schramm and Werner who focused on the natural and important chordal case: They characterized and constructed all random subsets of a given simply connected domain that join two marked boundary points and that satisfy the additional restriction property. The radial case (sets joining an inside point to a boundary point) has then been investigated by Wu. In the present paper, we study the third natural instance of such restriction properties, namely the trichordal case, where one looks at random sets that join three marked boundary points. This case involves somewhat more technicalities than the other two, as the construction of this family of random sets relies on special variants of SLE$_{8/3}$ processes with a drift term in the driving function that involves hypergeometric functions. It turns out that such a random set can not be a simple curve simultaneously in the neighborhood of all three marked points, and that the exponent $alpha = 20/27$ shows up in the description of the law of the skinniest possible symmetric random set with this trichordal restriction property.
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