---
_id: '15013'
abstract:
- lang: eng
text: We consider random n×n matrices X with independent and centered entries and
a general variance profile. We show that the spectral radius of X converges with
very high probability to the square root of the spectral radius of the variance
matrix of X when n tends to infinity. We also establish the optimal rate of convergence,
that is a new result even for general i.i.d. matrices beyond the explicitly solvable
Gaussian cases. The main ingredient is the proof of the local inhomogeneous circular
law [arXiv:1612.07776] at the spectral edge.
acknowledgement: Partially supported by ERC Starting Grant RandMat No. 715539 and
the SwissMap grant of Swiss National Science Foundation. Partially supported by
ERC Advanced Grant RanMat No. 338804. Partially supported by the Hausdorff Center
for Mathematics in Bonn.
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Johannes
full_name: Alt, Johannes
id: 36D3D8B6-F248-11E8-B48F-1D18A9856A87
last_name: Alt
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Torben H
full_name: Krüger, Torben H
id: 3020C786-F248-11E8-B48F-1D18A9856A87
last_name: Krüger
orcid: 0000-0002-4821-3297
citation:
ama: Alt J, Erdös L, Krüger TH. Spectral radius of random matrices with independent
entries. Probability and Mathematical Physics. 2021;2(2):221-280. doi:10.2140/pmp.2021.2.221
apa: Alt, J., Erdös, L., & Krüger, T. H. (2021). Spectral radius of random matrices
with independent entries. Probability and Mathematical Physics. Mathematical
Sciences Publishers. https://doi.org/10.2140/pmp.2021.2.221
chicago: Alt, Johannes, László Erdös, and Torben H Krüger. “Spectral Radius of Random
Matrices with Independent Entries.” Probability and Mathematical Physics.
Mathematical Sciences Publishers, 2021. https://doi.org/10.2140/pmp.2021.2.221.
ieee: J. Alt, L. Erdös, and T. H. Krüger, “Spectral radius of random matrices with
independent entries,” Probability and Mathematical Physics, vol. 2, no.
2. Mathematical Sciences Publishers, pp. 221–280, 2021.
ista: Alt J, Erdös L, Krüger TH. 2021. Spectral radius of random matrices with independent
entries. Probability and Mathematical Physics. 2(2), 221–280.
mla: Alt, Johannes, et al. “Spectral Radius of Random Matrices with Independent
Entries.” Probability and Mathematical Physics, vol. 2, no. 2, Mathematical
Sciences Publishers, 2021, pp. 221–80, doi:10.2140/pmp.2021.2.221.
short: J. Alt, L. Erdös, T.H. Krüger, Probability and Mathematical Physics 2 (2021)
221–280.
date_created: 2024-02-18T23:01:03Z
date_published: 2021-05-21T00:00:00Z
date_updated: 2024-02-19T08:30:00Z
day: '21'
department:
- _id: LaEr
doi: 10.2140/pmp.2021.2.221
ec_funded: 1
external_id:
arxiv:
- '1907.13631'
intvolume: ' 2'
issue: '2'
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.1907.13631
month: '05'
oa: 1
oa_version: Preprint
page: 221-280
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
publication: Probability and Mathematical Physics
publication_identifier:
eissn:
- 2690-1005
issn:
- 2690-0998
publication_status: published
publisher: Mathematical Sciences Publishers
quality_controlled: '1'
scopus_import: '1'
status: public
title: Spectral radius of random matrices with independent entries
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 2
year: '2021'
...
---
_id: '15063'
abstract:
- lang: eng
text: We consider the least singular value of a large random matrix with real or
complex i.i.d. Gaussian entries shifted by a constant z∈C. We prove an optimal
lower tail estimate on this singular value in the critical regime where z is around
the spectral edge, thus improving the classical bound of Sankar, Spielman and
Teng (SIAM J. Matrix Anal. Appl. 28:2 (2006), 446–476) for the particular shift-perturbation
in the edge regime. Lacking Brézin–Hikami formulas in the real case, we rely on
the superbosonization formula (Comm. Math. Phys. 283:2 (2008), 343–395).
acknowledgement: Partially supported by ERC Advanced Grant No. 338804. This project
has received funding from the European Union’s Horizon 2020 research and innovation
programme under the Marie Sklodowska-Curie Grant Agreement No. 66538
article_processing_charge: No
article_type: original
arxiv: 1
author:
- first_name: Giorgio
full_name: Cipolloni, Giorgio
id: 42198EFA-F248-11E8-B48F-1D18A9856A87
last_name: Cipolloni
orcid: 0000-0002-4901-7992
- first_name: László
full_name: Erdös, László
id: 4DBD5372-F248-11E8-B48F-1D18A9856A87
last_name: Erdös
orcid: 0000-0001-5366-9603
- first_name: Dominik J
full_name: Schröder, Dominik J
id: 408ED176-F248-11E8-B48F-1D18A9856A87
last_name: Schröder
orcid: 0000-0002-2904-1856
citation:
ama: Cipolloni G, Erdös L, Schröder DJ. Optimal lower bound on the least singular
value of the shifted Ginibre ensemble. Probability and Mathematical Physics.
2020;1(1):101-146. doi:10.2140/pmp.2020.1.101
apa: Cipolloni, G., Erdös, L., & Schröder, D. J. (2020). Optimal lower bound
on the least singular value of the shifted Ginibre ensemble. Probability and
Mathematical Physics. Mathematical Sciences Publishers. https://doi.org/10.2140/pmp.2020.1.101
chicago: Cipolloni, Giorgio, László Erdös, and Dominik J Schröder. “Optimal Lower
Bound on the Least Singular Value of the Shifted Ginibre Ensemble.” Probability
and Mathematical Physics. Mathematical Sciences Publishers, 2020. https://doi.org/10.2140/pmp.2020.1.101.
ieee: G. Cipolloni, L. Erdös, and D. J. Schröder, “Optimal lower bound on the least
singular value of the shifted Ginibre ensemble,” Probability and Mathematical
Physics, vol. 1, no. 1. Mathematical Sciences Publishers, pp. 101–146, 2020.
ista: Cipolloni G, Erdös L, Schröder DJ. 2020. Optimal lower bound on the least
singular value of the shifted Ginibre ensemble. Probability and Mathematical Physics.
1(1), 101–146.
mla: Cipolloni, Giorgio, et al. “Optimal Lower Bound on the Least Singular Value
of the Shifted Ginibre Ensemble.” Probability and Mathematical Physics,
vol. 1, no. 1, Mathematical Sciences Publishers, 2020, pp. 101–46, doi:10.2140/pmp.2020.1.101.
short: G. Cipolloni, L. Erdös, D.J. Schröder, Probability and Mathematical Physics
1 (2020) 101–146.
date_created: 2024-03-04T10:27:57Z
date_published: 2020-11-16T00:00:00Z
date_updated: 2024-03-04T10:33:15Z
day: '16'
department:
- _id: LaEr
doi: 10.2140/pmp.2020.1.101
ec_funded: 1
external_id:
arxiv:
- '1908.01653'
intvolume: ' 1'
issue: '1'
keyword:
- General Medicine
language:
- iso: eng
main_file_link:
- open_access: '1'
url: https://doi.org/10.48550/arXiv.1908.01653
month: '11'
oa: 1
oa_version: Preprint
page: 101-146
project:
- _id: 258DCDE6-B435-11E9-9278-68D0E5697425
call_identifier: FP7
grant_number: '338804'
name: Random matrices, universality and disordered quantum systems
- _id: 2564DBCA-B435-11E9-9278-68D0E5697425
call_identifier: H2020
grant_number: '665385'
name: International IST Doctoral Program
publication: Probability and Mathematical Physics
publication_identifier:
issn:
- 2690-1005
- 2690-0998
publication_status: published
publisher: Mathematical Sciences Publishers
quality_controlled: '1'
scopus_import: '1'
status: public
title: Optimal lower bound on the least singular value of the shifted Ginibre ensemble
type: journal_article
user_id: 2DF688A6-F248-11E8-B48F-1D18A9856A87
volume: 1
year: '2020'
...