Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices

Erdös L, Ji HC. 2024. Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics.

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OA https://doi.org/10.1002/cpa.22201 [Published Version]

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Abstract
We consider N×N non-Hermitian random matrices of the form X+A, where A is a general deterministic matrix and N−−√X consists of independent entries with zero mean, unit variance, and bounded densities. For this ensemble, we prove (i) a Wegner estimate, i.e. that the local density of eigenvalues is bounded by N1+o(1) and (ii) that the expected condition number of any bulk eigenvalue is bounded by N1+o(1); both results are optimal up to the factor No(1). The latter result complements the very recent matching lower bound obtained in [15] (arXiv:2301.03549) and improves the N-dependence of the upper bounds in [5,6,32] (arXiv:1906.11819, arXiv:2005.08930, arXiv:2005.08908). Our main ingredient, a near-optimal lower tail estimate for the small singular values of X+A−z, is of independent interest.
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Date Published
2024-05-03
Journal Title
Communications on Pure and Applied Mathematics
Publisher
Wiley
Acknowledgement
László Erdős is partially supported by ERC Advanced Grant “RMTBeyond” No. 101020331. Hong Chang Ji is supported by ERC Advanced Grant “RMTBeyond” No. 101020331.
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Erdös L, Ji HC. Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. 2024. doi:10.1002/cpa.22201
Erdös, L., & Ji, H. C. (2024). Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics. Wiley. https://doi.org/10.1002/cpa.22201
Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the Eigenvalue Condition Number of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics. Wiley, 2024. https://doi.org/10.1002/cpa.22201.
L. Erdös and H. C. Ji, “Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices,” Communications on Pure and Applied Mathematics. Wiley, 2024.
Erdös L, Ji HC. 2024. Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices. Communications on Pure and Applied Mathematics.
Erdös, László, and Hong Chang Ji. “Wegner Estimate and Upper Bound on the Eigenvalue Condition Number of Non-Hermitian Random Matrices.” Communications on Pure and Applied Mathematics, Wiley, 2024, doi:10.1002/cpa.22201.
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