## The Annals of Applied Probability

### Local inhomogeneous circular law

#### Abstract

We consider large random matrices $X$ with centered, independent entries, which have comparable but not necessarily identical variances. Girko’s circular law asserts that the spectrum is supported in a disk and in case of identical variances, the limiting density is uniform. In this special case, the local circular law by Bourgade et al. [Probab. Theory Related Fields 159 (2014) 545–595; Probab. Theory Related Fields 159 (2014) 619–660] shows that the empirical density converges even locally on scales slightly above the typical eigenvalue spacing. In the general case, the limiting density is typically inhomogeneous and it is obtained via solving a system of deterministic equations. Our main result is the local inhomogeneous circular law in the bulk spectrum on the optimal scale for a general variance profile of the entries of $X$.

#### Article information

Source
Ann. Appl. Probab., Volume 28, Number 1 (2018), 148-203.

Dates
Received: February 2017
Revised: April 2017
First available in Project Euclid: 3 March 2018

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1520046086

Digital Object Identifier
doi:10.1214/17-AAP1302

Mathematical Reviews number (MathSciNet)
MR3770875

Zentralblatt MATH identifier
06873682

Subjects
Primary: 60B20: Random matrices (probabilistic aspects; for algebraic aspects see 15B52)
Secondary: 15B52: Random matrices

#### Citation

Alt, Johannes; Erdős, László; Krüger, Torben. Local inhomogeneous circular law. Ann. Appl. Probab. 28 (2018), no. 1, 148--203. doi:10.1214/17-AAP1302. https://projecteuclid.org/euclid.aoap/1520046086

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