Local single ring theorem

Abstract

The single ring theorem, by Guionnet, Krishnapur and Zeitouni in Ann. of Math. (2) 174 (2011) 1189–1217, describes the empirical eigenvalue distribution of a large generic matrix with prescribed singular values, that is, an $N\times N$ matrix of the form $A=UTV$, with $U,V$ some independent Haar-distributed unitary matrices and $T$ a deterministic matrix whose singular values are the ones prescribed. In this text, we give a local version of this result, proving that it remains true at the microscopic scale $(\log N)^{-1/4}$. On our way to prove it, we prove a matrix subordination result for singular values of sums of non-Hermitian matrices, as Kargin did in Ann. Probab. 43 (2015) 2119–2150 for Hermitian matrices. This allows to prove a local law for the singular values of the sum of two non-Hermitian matrices and a delocalization result for singular vectors.