On words of non-Hermitian random matrices

Dubach G, Peled Y. 2021. On words of non-Hermitian random matrices. The Annals of Probability. 49(4), 1886–1916.


Journal Article | Published | English

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Author
Dubach, GuillaumeISTA ; Peled, Yuval
Department
Abstract
We consider words Gi1⋯Gim involving i.i.d. complex Ginibre matrices and study tracial expressions of their eigenvalues and singular values. We show that the limit distribution of the squared singular values of every word of length m is a Fuss–Catalan distribution with parameter m+1. This generalizes previous results concerning powers of a complex Ginibre matrix and products of independent Ginibre matrices. In addition, we find other combinatorial parameters of the word that determine the second-order limits of the spectral statistics. For instance, the so-called coperiod of a word characterizes the fluctuations of the eigenvalues. We extend these results to words of general non-Hermitian matrices with i.i.d. entries under moment-matching assumptions, band matrices, and sparse matrices. These results rely on the moments method and genus expansion, relating Gaussian matrix integrals to the counting of compact orientable surfaces of a given genus. This allows us to derive a central limit theorem for the trace of any word of complex Ginibre matrices and their conjugate transposes, where all parameters are defined topologically.
Publishing Year
Date Published
2021-07-01
Journal Title
The Annals of Probability
Acknowledgement
The authors would like to thank Gernot Akemann, Benson Au, Paul Bourgade, Jesper Ipsen, Camille Male, Jamie Mingo, Doron Puder, Emily Redelmeier, Roland Speicher, Wojciech Tarnowski and Ofer Zeitouni for useful discussions, comments and references as well as the anonymous referee for a suggestion that greatly improved one of the theorems. G.D. gratefully acknowledges support from the grants NSF DMS-1812114 of P. Bourgade (PI) and NSF CAREER DMS-1653602 of L.-P. Arguin (PI), as well as the European Union’s Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie Grant Agreement No. 754411.
Volume
49
Issue
4
Page
1886-1916
ISSN
IST-REx-ID

Cite this

Dubach G, Peled Y. On words of non-Hermitian random matrices. The Annals of Probability. 2021;49(4):1886-1916. doi:10.1214/20-aop1496
Dubach, G., & Peled, Y. (2021). On words of non-Hermitian random matrices. The Annals of Probability. Institute of Mathematical Statistics. https://doi.org/10.1214/20-aop1496
Dubach, Guillaume, and Yuval Peled. “On Words of Non-Hermitian Random Matrices.” The Annals of Probability. Institute of Mathematical Statistics, 2021. https://doi.org/10.1214/20-aop1496.
G. Dubach and Y. Peled, “On words of non-Hermitian random matrices,” The Annals of Probability, vol. 49, no. 4. Institute of Mathematical Statistics, pp. 1886–1916, 2021.
Dubach G, Peled Y. 2021. On words of non-Hermitian random matrices. The Annals of Probability. 49(4), 1886–1916.
Dubach, Guillaume, and Yuval Peled. “On Words of Non-Hermitian Random Matrices.” The Annals of Probability, vol. 49, no. 4, Institute of Mathematical Statistics, 2021, pp. 1886–916, doi:10.1214/20-aop1496.
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