Article ID Journal Published Year Pages File Type
1146305 Journal of Multivariate Analysis 2010 12 Pages PDF
Abstract

Consider the empirical spectral distribution of complex random n×nn×n matrix whose entries are independent and identically distributed random variables with mean zero and variance 1/n1/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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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