Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.jmva.2009.08.005
Title: Circular law, extreme singular values and potential theory
Authors: Pan, G.
Zhou, W. 
Keywords: Circular law
Largest singular value
Potential
Small ball probability
Smallest singular value
Issue Date: Mar-2010
Citation: Pan, G., Zhou, W. (2010-03). Circular law, extreme singular values and potential theory. Journal of Multivariate Analysis 101 (3) : 645-656. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jmva.2009.08.005
Abstract: Consider the empirical spectral distribution of complex random n × n matrix whose entries are independent and identically distributed random variables with mean zero and variance 1 / n. In this paper, via applying potential theory in the complex plane and analyzing extreme singular values, we prove that this distribution converges, with probability one, to the uniform distribution over the unit disk in the complex plane, i.e. the well known circular law, under the finite fourth moment assumption on matrix elements. © 2009 Elsevier Inc. All rights reserved.
Source Title: Journal of Multivariate Analysis
URI: http://scholarbank.nus.edu.sg/handle/10635/105055
ISSN: 0047259X
DOI: 10.1016/j.jmva.2009.08.005
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