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引用次数: 0
摘要
我们考虑了具有独立同分布条目的大型随机矩阵 X 的频谱半径。我们证明,其典型大小是由精确的三项渐近法给出的,其最佳误差项超出了著名的圆周率半径。这个渐近中的系数是通用的,但与最近在 Cipolloni 等人的 Ann.Probab.51(6), 2192-2242 (2023).为了获得更复杂的频谱半径,我们需要利用戴森布朗运动(Dyson Brownian Motion)为不同复变参数 z 的 X - z 低层奇异值建立一种新的去相关机制。
Precise asymptotics for the spectral radius of a large random matrix
We consider the spectral radius of a large random matrix X with independent, identically distributed entries. We show that its typical size is given by a precise three-term asymptotics with an optimal error term beyond the radius of the celebrated circular law. The coefficients in this asymptotics are universal but they differ from a similar asymptotics recently proved for the rightmost eigenvalue of X in Cipolloni et al., Ann. Probab. 51(6), 2192–2242 (2023). To access the more complicated spectral radius, we need to establish a new decorrelation mechanism for the low-lying singular values of X − z for different complex shift parameters z using the Dyson Brownian Motion.
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