非ermitian 随机矩阵的韦格纳估计值和特征值条件数上限

IF 3.1 1区 数学 Q1 MATHEMATICS Communications on Pure and Applied Mathematics Pub Date : 2024-05-03 DOI:10.1002/cpa.22201
László Erdős, Hong Chang Ji
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引用次数: 0

摘要

我们考虑了非ermitian 随机矩阵的形式 ,其中 , 是一个一般的确定性矩阵,由均值为零、方差为单位且密度有界的独立条目组成。对于这个集合,我们证明了 (i) 韦格纳估计,即特征值的局部密度有界于;(ii) 任何主体特征值的预期条件数有界于 ;这两个结果都是最优的,直到系数 。后一个结果补充了 Cipolloni 等人最近得到的匹配下界,并改进了 Banks 等人和 Jain 等人的上界的-依赖性。我们的主要内容是对小奇异值 , 的近最优下尾估计,这与我们的兴趣无关。
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Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices

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 N X $\sqrt {N}X$ 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 N 1 + o ( 1 ) $N^{1+o(1)}$ and (ii) that the expected condition number of any bulk eigenvalue is bounded by N 1 + o ( 1 ) $N^{1+o(1)}$ ; both results are optimal up to the factor N o ( 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.

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来源期刊
CiteScore
6.70
自引率
3.30%
发文量
59
审稿时长
>12 weeks
期刊介绍: Communications on Pure and Applied Mathematics (ISSN 0010-3640) is published monthly, one volume per year, by John Wiley & Sons, Inc. © 2019. The journal primarily publishes papers originating at or solicited by the Courant Institute of Mathematical Sciences. It features recent developments in applied mathematics, mathematical physics, and mathematical analysis. The topics include partial differential equations, computer science, and applied mathematics. CPAM is devoted to mathematical contributions to the sciences; both theoretical and applied papers, of original or expository type, are included.
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