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Wegner estimate and upper bound on the eigenvalue condition number of non‐Hermitian random matrices.
- Source :
-
Communications on Pure & Applied Mathematics . Sep2024, Vol. 77 Issue 9, p3785-3840. 56p. - Publication Year :
- 2024
-
Abstract
- We consider N×N$N\times N$ non‐Hermitian random matrices of the form X+A$X+A$, where A$A$ is a general deterministic matrix and NX$\sqrt {N}X$ consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, that is, that the local density of eigenvalues is bounded by N1+o(1)$N^{1+o(1)}$ and (ii) that the expected condition number of any bulk eigenvalue is bounded by N1+o(1)$N^{1+o(1)}$; both results are optimal up to the factor No(1)$N^{o(1)}$. The latter result complements the very recent matching lower bound obtained by Cipolloni et al. and improves the N$N$‐dependence of the upper bounds by Banks et al. and Jain et al. Our main ingredient, a near‐optimal lower tail estimate for the small singular values of X+A−z$X+A-z$, is of independent interest. [ABSTRACT FROM AUTHOR]
- Subjects :
- *RANDOM matrices
*RANDOM numbers
*EIGENVALUES
Subjects
Details
- Language :
- English
- ISSN :
- 00103640
- Volume :
- 77
- Issue :
- 9
- Database :
- Academic Search Index
- Journal :
- Communications on Pure & Applied Mathematics
- Publication Type :
- Academic Journal
- Accession number :
- 178355545
- Full Text :
- https://doi.org/10.1002/cpa.22201