1. On the spectral radius of a random matrix: An upper bound without fourth moment
- Author
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Charles Bordenave, Pietro Caputo, Djalil Chafaï, Konstantin Tikhomirov, Bordenave, Charle, Caputo, Pietro, Chafaï, Djalil, Tikhomirov, Konstantin, Institut de Mathématiques de Toulouse UMR5219 (IMT), Université Toulouse Capitole (UT Capitole), Université de Toulouse (UT)-Université de Toulouse (UT)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)-Institut National des Sciences Appliquées (INSA)-Université Toulouse - Jean Jaurès (UT2J), Université de Toulouse (UT)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS), Dipartimento di Matematica [Roma TRE], Università degli Studi Roma Tre = Roma Tre University (ROMA TRE), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Université Paris Dauphine-PSL, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Centre National de la Recherche Scientifique (CNRS), University of Alberta, Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS), Università degli Studi Roma Tre, Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, and Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)
- Subjects
Independent and identically distributed random variables ,Statistics and Probability ,Spectral radius ,05C80 ,Method of moments (probability theory) ,01 natural sciences ,Square matrix ,Upper and lower bounds ,010104 statistics & probability ,[MATH.MATH-CO]Mathematics [math]/Combinatorics [math.CO] ,FOS: Mathematics ,Mathematics - Combinatorics ,05C20 ,Spectral Radius ,0101 mathematics ,05C20, 15B52, 47A10, 05C80 ,Mathematics ,010102 general mathematics ,Mathematical analysis ,Probability (math.PR) ,Digraph ,Combinatoric ,Random matrix ,15B52 ,Heavy Tail ,16. Peace & justice ,Moment (mathematics) ,Circular law ,47A10 ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,Combinatorics ,Spectral radiu ,Combinatorics (math.CO) ,Heavy tail ,Statistics, Probability and Uncertainty ,Mathematics - Probability - Abstract
International audience; Consider a square matrix with independent and identically distributed entries of zero mean and unit variance. It is well known that if the entries have a finite fourth moment, then, in high dimension, with high probability, the spectral radius is close to the square root of the dimension. We conjecture that this holds true under the sole assumption of zero mean and unit variance, in other words that there are no outliers in the circular law. In this work we establish the conjecture in the case of symmetrically distributed entries with a finite moment of order larger than two. The proof uses the method of moments combined with a novel truncation technique for cycle weights that might be of independent interest.
- Published
- 2018
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