论文标题

具有方差曲线(II)的非热随机矩阵:属性和示例

Non-Hermitian random matrices with a variance profile (II): properties and examples

论文作者

Cook, Nicholas A., Hachem, Walid, Najim, Jamal, Renfrew, David

论文摘要

对于每个$ n $,让$ a_n =(σ_{ij})$为$ n \ times n $确定矩阵,让$ x_n =(x__ {ij})$为a $ n \ times n $随机矩阵,带有i.i.d.单位差异的中心条目。在伴侣文章Cook等人中,我们考虑了重新验证的入门产品的经验频谱分布$μ_n^y $ $ \ [y_n = \ frac 1 {\ sqrt {n}} a_n \ odot x_n = \ left(\ odot x_n = \ left( σ_{ij} x_ {ij} \ right)\] \],并提供了确定的概率测量序列$μ_n$,以使差异$μ^y_n -μ_n$的差异薄弱地收敛到零度量。 Cook等人的关键功能。是要允许某些条目$σ_{ij} $消失,前提是标准偏差配置文件$ a_n $满足某些定量不可保证属性。 在本文中,我们提供了有关序列$(μ_n)$的更多信息,该$由主方程式所描述。我们在重要特殊情况下考虑这些方程,例如可分离差异概况$σ^2_ {ij} = d_i \ widetilde d_j $和采样方差概况$σ^2_ {ij} =σ^2 \ 2 \ weft(\ frac in,\ frac jn \ right)$ y y y y y y y y y y y y y y y(y y y y y y y y y y y) $ [0,1]^2 $。提供$μ_n^y $收敛到真实限制的地方提供了关联示例。 我们以零研究$μ_n$的行为,并提供$μ_n$的密度有限,炸毁或消失的示例。结果,我们确定产生循环定律的曲线。 最后,基于Alt等人的最新结果,我们证明,除了零以外,$μ_n$承认在半径$ \ sqrt {ρ(v_n)} $的中心光盘上,$ v_n =(\ frac1nσ_{ij}^2)$ and $ρ(v_n)$是它的spectrals us的spectrals ins Spectrals ins Spection。

For each $n$, let $A_n=(σ_{ij})$ be an $n\times n$ deterministic matrix and let $X_n=(X_{ij})$ be an $n\times n$ random matrix with i.i.d. centered entries of unit variance. In the companion article Cook et al., we considered the empirical spectral distribution $μ_n^Y$ of the rescaled entry-wise product \[ Y_n = \frac 1{\sqrt{n}} A_n\odot X_n = \left(\frac1{\sqrt{n}} σ_{ij}X_{ij}\right) \] and provided a deterministic sequence of probability measures $μ_n$ such that the difference $μ^Y_n - μ_n$ converges weakly in probability to the zero measure. A key feature in Cook et al. was to allow some of the entries $σ_{ij}$ to vanish, provided that the standard deviation profiles $A_n$ satisfy a certain quantitative irreducibility property. In the present article, we provide more information on the sequence $(μ_n)$, described by a family of Master Equations. We consider these equations in important special cases such as separable variance profiles $σ^2_{ij}=d_i \widetilde d_j$ and sampled variance profiles $σ^2_{ij} = σ^2\left(\frac in, \frac jn \right)$ where $(x,y)\mapsto σ^2(x,y)$ is a given function on $[0,1]^2$. Associate examples are provided where $μ_n^Y$ converges to a genuine limit. We study $μ_n$'s behavior at zero and provide examples where $μ_n$'s density is bounded, blows up, or vanishes while an atom appears. As a consequence, we identify the profiles that yield the circular law. Finally, building upon recent results from Alt et al., we prove that except maybe in zero, $μ_n$ admits a positive density on the centered disc of radius $\sqrt{ρ(V_n)}$, where $V_n=(\frac 1n σ_{ij}^2)$ and $ρ(V_n)$ is its spectral radius.

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