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Inhomogeneous circular laws for random matrices with non-identically distributed entries

Probability

Speaker: Nick Cook, Stanford
Related Webpage: https://web.stanford.edu/~nickcook/
Location: 2112 MSB
Start time: Wed, Apr 19 2017, 4:10PM

An iid matrix is an random matrix with independent,centered entries of unit variance. The celebrated circular law states that in the large limit, the eigenvalues of distribute themselves uniformly over the unit disk in the complex plane. In this talk we discuss generalizations of the circular law to random matrices with a variance profile. That is, we consider a random matrix obtained by rescaling the entries of by (deterministic) standard deviations , which may vary with . Under mild assumptions on the variance profile we determine the asymptotic spectral distribution for . Key components of the proof are bounds on the smallest singular value for diagonal perturbations of , and quantitative analysis of solutions to a system of Schwinger–Dyson equations. Based on joint work with Walid Hachem, Jamal Najim and David Renfrew.